-73.3%
U vs NCLH
-30.1%
-43.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.9% |
| 3M | +15.3% | -8.1% | +23.5% | +18.4% |
| 6M | +96.4% | +11.8% | +84.6% | +77.8% |
| YTD | +19.6% | -19.5% | +39.1% | +24.9% |
| 1Y | +42.1% | -3.2% | +45.3% | +32.4% |
| 3Y | +87.5% | +37.1% | +50.4% | +21.2% |
| All | -73.3% | -30.1% | -43.2% | -77.4% |
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