+29.5%
XLB vs NCLH
-8.8%
+38.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +1.6% |
| 7D | +3.9% | +15.8% | -11.9% | +1.8% |
| 30D | +8.9% | +25.1% | -16.2% | +5.5% |
| 3M | +4.1% | -7.3% | +11.5% | +4.8% |
| 6M | +7.3% | +8.1% | -0.8% | +5.2% |
| YTD | +20.4% | -16.7% | +37.0% | +20.0% |
| 1Y | +29.5% | -1.0% | +30.6% | +22.0% |
| All | +29.5% | -8.8% | +38.4% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling