+81.7%
SPY vs NCLH
-39.0%
+120.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.1% |
| 7D | -0.4% | -4.6% | +4.3% | +0.4% |
| 30D | -1.4% | -19.9% | +18.6% | +2.3% |
| 3M | +3.7% | -22.0% | +25.7% | +7.5% |
| 6M | +13.0% | -28.3% | +41.3% | +18.2% |
| YTD | +12.4% | -33.5% | +45.9% | +18.2% |
| 1Y | +18.5% | -41.5% | +60.0% | +26.8% |
| 3Y | +77.6% | -8.9% | +86.5% | +68.8% |
| 5Y | +81.7% | -40.5% | +122.1% | +73.4% |
| All | +81.7% | -39.0% | +120.7% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling