+35.1%
XLB vs NCLH
-40.9%
+76.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.5% |
| 7D | -2.9% | -4.6% | +1.7% | -2.2% |
| 30D | -3.4% | -19.9% | +16.6% | +0.1% |
| 3M | +1.6% | -22.0% | +23.6% | +5.3% |
| 6M | +3.6% | -28.3% | +31.9% | +8.2% |
| YTD | +14.2% | -33.5% | +47.7% | +19.9% |
| 1Y | +15.6% | -41.5% | +57.1% | +23.3% |
| 3Y | +33.1% | -8.9% | +42.0% | +26.7% |
| All | +35.1% | -40.9% | +76.0% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling