-22.7%
U vs NCLH
+5.6%
-28.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.5% |
| 7D | +2.6% | +0.2% | +2.3% | +2.3% |
| 30D | +27.6% | +20.8% | +6.8% | +16.3% |
| 3M | +15.3% | -8.1% | +23.5% | +18.0% |
| 6M | +96.4% | +11.8% | +84.6% | +81.5% |
| YTD | +19.6% | -19.5% | +39.1% | +24.6% |
| 1Y | +42.1% | -3.2% | +45.3% | +35.2% |
| 3Y | +87.5% | +37.1% | +50.4% | +40.0% |
| 5Y | -73.1% | -29.9% | -43.2% | -76.6% |
| All | -22.7% | +5.6% | -28.3% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling