-68.9%
U vs NCLH
-42.0%
-26.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.1% |
| 7D | 0.0% | -6.5% | +6.5% | +3.5% |
| 30D | -4.1% | -22.1% | +18.0% | +8.8% |
| 3M | +57.8% | -18.7% | +76.5% | +72.4% |
| 6M | +103.5% | -28.4% | +131.9% | +131.9% |
| YTD | -4.8% | -34.7% | +30.0% | +12.6% |
| 1Y | -2.4% | -42.7% | +40.3% | +22.4% |
| 3Y | +11.7% | -10.6% | +22.3% | -5.2% |
| 5Y | -68.9% | -40.7% | -28.1% | -72.5% |
| All | -68.9% | -42.0% | -26.8% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling