+143.7%
XLC vs NCLH
-72.6%
+216.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +0.5% | -4.8% | +5.3% | +1.3% |
| 30D | +2.1% | -21.7% | +23.8% | +6.0% |
| 3M | +0.7% | -22.2% | +22.9% | +4.4% |
| 6M | -3.2% | -27.5% | +24.3% | +0.8% |
| YTD | -3.8% | -33.6% | +29.8% | +0.9% |
| 1Y | -2.0% | -45.0% | +43.0% | +5.3% |
| 3Y | +71.4% | -11.0% | +82.4% | +65.1% |
| 5Y | +40.7% | -39.7% | +80.4% | +36.6% |
| All | +143.7% | -72.6% | +216.3% | +169.4% |
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