+250.0%
XLB vs NCLH
-38.0%
+287.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.4% | -6.5% | +5.1% | -0.3% |
| 30D | -0.4% | -23.3% | +22.9% | +4.1% |
| 3M | +2.0% | -18.6% | +20.6% | +5.1% |
| 6M | +1.8% | -26.2% | +28.1% | +6.1% |
| YTD | +16.6% | -30.2% | +46.8% | +21.7% |
| 1Y | +16.9% | -39.2% | +56.1% | +24.3% |
| 3Y | +32.6% | -5.1% | +37.6% | +25.5% |
| 5Y | +35.6% | -36.8% | +72.4% | +29.8% |
| 10Y | +160.0% | -56.3% | +216.3% | +127.9% |
| All | +250.0% | -38.0% | +287.9% | +190.9% |
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