+17.5%
SPY vs NCLH
-42.6%
+60.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | -2.0% | -6.5% | +4.6% | -1.2% |
| 30D | -1.7% | -22.1% | +20.4% | +1.0% |
| 3M | +4.7% | -18.7% | +23.4% | +6.7% |
| 6M | +12.5% | -28.4% | +40.9% | +15.6% |
| YTD | +11.7% | -34.7% | +46.4% | +15.3% |
| 1Y | +17.5% | -42.7% | +60.2% | +22.4% |
| All | +17.5% | -42.6% | +60.1% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling