+280.3%
TER vs NCLH
-7.2%
+287.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.6% |
| 7D | +11.0% | -0.3% | +11.2% | +11.0% |
| 30D | -1.9% | -20.1% | +18.2% | +6.1% |
| 3M | -0.7% | -17.0% | +16.4% | +4.7% |
| 6M | +36.4% | -23.2% | +59.6% | +47.2% |
| YTD | +92.4% | -31.0% | +123.5% | +111.6% |
| 1Y | +213.5% | -37.3% | +250.8% | +253.5% |
| All | +280.3% | -7.2% | +287.5% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling