+76.8%
V vs NCLH
+41.4%
+35.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.8% | +6.3% | -5.5% | 0.0% |
| 30D | +9.9% | +18.9% | -8.9% | +7.5% |
| 3M | +17.5% | -0.2% | +17.7% | +17.2% |
| 6M | +33.5% | +8.4% | +25.1% | +31.2% |
| YTD | +21.6% | -17.1% | +38.6% | +22.9% |
| 1Y | +27.6% | -2.8% | +30.4% | +26.4% |
| All | +76.8% | +41.4% | +35.4% | +75.6% |
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