+158.8%
XLB vs NCLH
-57.7%
+216.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -3.5% | -6.5% | +3.0% | -2.4% |
| 30D | -4.7% | -22.1% | +17.4% | -0.7% |
| 3M | +2.7% | -18.7% | +21.4% | +5.9% |
| 6M | +2.6% | -28.4% | +31.0% | +7.4% |
| YTD | +12.8% | -34.7% | +47.6% | +19.1% |
| 1Y | +14.0% | -42.7% | +56.7% | +22.4% |
| 3Y | +31.5% | -10.6% | +42.1% | +25.7% |
| 5Y | +33.4% | -40.7% | +74.2% | +29.2% |
| All | +158.8% | -57.7% | +216.5% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling