-6.4%
T vs NCLH
-8.8%
+2.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.8% | -4.7% | +2.1% |
| 7D | +5.5% | +15.8% | -10.4% | +5.5% |
| 30D | -8.9% | +25.1% | -34.0% | -8.7% |
| 3M | -5.6% | -7.3% | +1.8% | -6.0% |
| 6M | -14.3% | +8.1% | -22.4% | -13.8% |
| YTD | -7.9% | -16.7% | +8.7% | -9.1% |
| 1Y | -6.4% | -1.0% | -5.4% | -8.7% |
| All | -6.4% | -8.8% | +2.4% | -8.7% |
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