+87.5%
U vs NCLH
+37.2%
+50.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.4% |
| 7D | +2.6% | +0.2% | +2.3% | +2.4% |
| 30D | +27.6% | +20.8% | +6.8% | +18.2% |
| 3M | +15.3% | -8.1% | +23.5% | +17.7% |
| 6M | +96.4% | +11.8% | +84.6% | +83.9% |
| YTD | +19.6% | -19.5% | +39.1% | +24.6% |
| 1Y | +42.1% | -3.2% | +45.3% | +36.5% |
| 3Y | +87.5% | +37.1% | +50.4% | +41.5% |
| All | +87.5% | +37.2% | +50.3% | +41.5% |
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