-39.0%
U vs NCLH
-8.5%
-30.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -3.8% | -6.5% | +2.7% | -1.0% |
| 30D | +17.5% | -23.3% | +40.8% | +31.1% |
| 3M | +38.7% | -18.6% | +57.3% | +49.7% |
| 6M | +104.4% | -26.2% | +130.7% | +126.1% |
| YTD | -5.7% | -30.2% | +24.6% | +5.9% |
| 1Y | +3.7% | -39.2% | +42.8% | +22.4% |
| 3Y | +12.3% | -5.1% | +17.4% | 0.0% |
| 5Y | -68.8% | -36.8% | -32.1% | -70.9% |
| All | -39.0% | -8.5% | -30.6% | -39.5% |
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 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