+314.7%
SPY vs NCLH
-56.9%
+371.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.6% |
| 7D | -0.8% | -4.8% | +4.1% | 0.0% |
| 30D | -1.1% | -21.7% | +20.6% | +2.6% |
| 3M | +3.9% | -22.2% | +26.1% | +7.5% |
| 6M | +13.6% | -27.5% | +41.1% | +18.2% |
| YTD | +12.7% | -33.6% | +46.3% | +18.0% |
| 1Y | +17.5% | -45.0% | +62.5% | +26.2% |
| 3Y | +76.9% | -11.0% | +87.9% | +70.5% |
| 5Y | +83.6% | -39.7% | +123.3% | +78.3% |
| All | +314.7% | -56.9% | +371.7% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling