+57.8%
T vs NCLH
-30.1%
+87.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | -3.8% | +20.8% | -24.6% | -4.8% |
| 3M | -8.7% | -8.1% | -0.6% | -8.5% |
| 6M | -8.1% | +11.8% | -20.0% | -9.0% |
| YTD | -6.4% | -19.5% | +13.1% | -6.0% |
| 1Y | -9.8% | -3.2% | -6.5% | -10.6% |
| 3Y | +65.5% | +37.1% | +28.4% | +54.3% |
| All | +57.8% | -30.1% | +87.9% | +53.3% |
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 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