+1,484.5%
TER vs NCLH
-28.4%
+1,513.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | +14.4% | +0.2% | +14.1% | +14.4% |
| 30D | -30.6% | +20.8% | -51.4% | -34.3% |
| 3M | -39.2% | -8.1% | -31.1% | -38.2% |
| 6M | -31.3% | +11.8% | -43.1% | -34.2% |
| YTD | +29.1% | -19.5% | +48.6% | +33.4% |
| 1Y | +47.4% | -3.2% | +50.7% | +44.6% |
| 3Y | +191.2% | +37.1% | +154.1% | +153.0% |
| 5Y | +74.0% | -29.9% | +103.9% | +66.9% |
| 10Y | +1,005.1% | -53.3% | +1,058.3% | +890.4% |
| All | +1,484.5% | -28.4% | +1,513.0% | +1,169.8% |
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 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