+136.0%
XLC vs NCLH
-66.7%
+202.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | +3.7% | +0.2% | +3.5% | +3.7% |
| 30D | -1.9% | +20.8% | -22.7% | -5.0% |
| 3M | -3.1% | -8.1% | +5.0% | -2.2% |
| 6M | -6.4% | +11.8% | -18.2% | -8.7% |
| YTD | -6.8% | -19.5% | +12.7% | -5.4% |
| 1Y | -1.7% | -3.2% | +1.5% | -3.2% |
| 3Y | +64.7% | +37.1% | +27.6% | +48.3% |
| 5Y | +41.1% | -29.9% | +71.0% | +33.4% |
| All | +136.0% | -66.7% | +202.8% | +152.5% |
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