+142.5%
XLC vs NCLH
-71.2%
+213.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | -6.5% | +5.6% | +0.2% |
| 30D | +1.0% | -23.3% | +24.3% | +5.2% |
| 3M | -0.7% | -18.6% | +17.9% | +2.2% |
| 6M | -5.1% | -26.2% | +21.1% | -1.5% |
| YTD | -4.3% | -30.2% | +26.0% | -0.4% |
| 1Y | -0.6% | -39.2% | +38.6% | +5.2% |
| 3Y | +72.7% | -5.1% | +77.8% | +64.7% |
| 5Y | +38.0% | -36.8% | +74.8% | +33.0% |
| All | +142.5% | -71.2% | +213.6% | +166.1% |
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