+199.8%
TER vs NCLH
-38.5%
+238.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | -6.5% | +7.1% | +2.7% |
| 30D | -8.3% | -23.3% | +15.0% | -0.7% |
| 3M | -12.2% | -18.6% | +6.4% | -7.9% |
| 6M | +17.0% | -26.2% | +43.3% | +23.7% |
| YTD | +84.6% | -30.2% | +114.8% | +94.0% |
| 1Y | +199.8% | -39.2% | +239.0% | +221.1% |
| All | +199.8% | -38.5% | +238.3% | +221.1% |
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