+542.0%
SPY vs NCLH
-28.4%
+570.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | -2.0% | +20.8% | -22.8% | -5.0% |
| 3M | -2.8% | -8.1% | +5.4% | -1.8% |
| 6M | +2.1% | +11.8% | -9.7% | -0.6% |
| YTD | +11.5% | -19.5% | +31.0% | +13.1% |
| 1Y | +13.5% | -3.2% | +16.7% | +11.6% |
| 3Y | +77.7% | +37.1% | +40.6% | +59.9% |
| 5Y | +72.6% | -29.9% | +102.5% | +63.4% |
| 10Y | +308.2% | -53.3% | +361.4% | +263.0% |
| All | +542.0% | -28.4% | +570.4% | +443.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling