+47.4%
TER vs NCLH
-4.2%
+51.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | +0.4% |
| 7D | +24.0% | +1.7% | +22.3% | +23.5% |
| 30D | -30.6% | +17.9% | -48.5% | -34.0% |
| 3M | -34.5% | -4.5% | -29.9% | -33.6% |
| 6M | -26.4% | +12.9% | -39.2% | -31.0% |
| YTD | +36.4% | -19.1% | +55.5% | +35.1% |
| 1Y | +47.4% | -4.6% | +52.1% | +40.3% |
| All | +47.4% | -4.2% | +51.7% | +40.3% |
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 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