+1,688.6%
VLO vs NCLH
-38.0%
+1,726.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | -6.5% | +11.7% | +6.9% |
| 30D | +22.6% | -23.3% | +45.9% | +30.6% |
| 3M | +43.8% | -18.6% | +62.4% | +49.4% |
| 6M | +65.7% | -26.2% | +92.0% | +73.0% |
| YTD | +131.1% | -30.2% | +161.3% | +140.8% |
| 1Y | +143.6% | -39.2% | +182.8% | +160.8% |
| 3Y | +201.4% | -5.1% | +206.4% | +165.5% |
| 5Y | +568.9% | -36.8% | +605.7% | +496.6% |
| 10Y | +891.8% | -56.3% | +948.1% | +678.6% |
| All | +1,688.6% | -38.0% | +1,726.6% | +1,348.3% |
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