+2,167.0%
TER vs NCLH
-38.0%
+2,204.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | -6.5% | +7.1% | +2.5% |
| 30D | -8.3% | -23.3% | +15.0% | -1.6% |
| 3M | -12.2% | -18.6% | +6.4% | -7.9% |
| 6M | +17.1% | -26.2% | +43.3% | +26.2% |
| YTD | +84.7% | -30.2% | +114.9% | +99.5% |
| 1Y | +199.9% | -39.2% | +239.1% | +233.5% |
| 3Y | +232.8% | -5.1% | +237.8% | +218.3% |
| 5Y | +198.6% | -36.8% | +235.3% | +195.8% |
| 10Y | +1,669.7% | -56.3% | +1,726.0% | +1,514.9% |
| All | +2,167.0% | -38.0% | +2,204.9% | +1,798.9% |
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