+70.3%
T vs NCLH
-56.9%
+127.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | +1.5% | -4.8% | +6.3% | +1.9% |
| 30D | +7.5% | -21.7% | +29.1% | +9.9% |
| 3M | +14.8% | -22.2% | +37.1% | +17.3% |
| 6M | -1.7% | -27.5% | +25.8% | +0.5% |
| YTD | +8.7% | -33.6% | +42.3% | +11.6% |
| 1Y | -7.5% | -45.0% | +37.5% | -3.5% |
| 3Y | +110.2% | -11.0% | +121.3% | +102.0% |
| 5Y | +71.6% | -39.7% | +111.4% | +65.4% |
| All | +70.3% | -56.9% | +127.2% | +61.3% |
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