+68.3%
T vs NCLH
-42.0%
+110.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.7% |
| 7D | -2.4% | -6.5% | +4.1% | -2.1% |
| 30D | +4.3% | -22.1% | +26.4% | +5.7% |
| 3M | +11.6% | -18.7% | +30.3% | +12.7% |
| 6M | -5.6% | -28.4% | +22.8% | -4.2% |
| YTD | +6.6% | -34.7% | +41.3% | +8.4% |
| 1Y | -8.4% | -42.7% | +34.3% | -6.2% |
| 3Y | +107.8% | -10.6% | +118.5% | +100.4% |
| 5Y | +68.3% | -40.7% | +109.0% | +62.8% |
| All | +68.3% | -42.0% | +110.3% | +62.8% |
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