+160.5%
T vs NCLH
-38.0%
+198.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.3% | -6.5% | +5.2% | -0.7% |
| 30D | +11.4% | -23.3% | +34.7% | +14.0% |
| 3M | +14.3% | -18.6% | +32.9% | +16.2% |
| 6M | -9.3% | -26.2% | +17.0% | -7.3% |
| YTD | +7.1% | -30.2% | +37.3% | +9.4% |
| 1Y | -9.1% | -39.2% | +30.1% | -6.1% |
| 3Y | +105.3% | -5.1% | +110.4% | +96.3% |
| 5Y | +66.8% | -36.8% | +103.6% | +60.2% |
| 10Y | +66.8% | -56.3% | +123.1% | +49.9% |
| All | +160.5% | -38.0% | +198.5% | +123.0% |
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