+176.9%
XLE vs NCLH
-57.7%
+234.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +0.5% | -6.5% | +7.0% | +1.8% |
| 30D | +6.6% | -22.1% | +28.7% | +11.8% |
| 3M | +12.3% | -18.7% | +31.0% | +15.8% |
| 6M | +18.4% | -28.4% | +46.8% | +23.6% |
| YTD | +47.2% | -34.7% | +82.0% | +54.8% |
| 1Y | +50.3% | -42.7% | +93.0% | +61.5% |
| 3Y | +55.3% | -10.6% | +65.9% | +41.4% |
| 5Y | +226.0% | -40.7% | +266.7% | +200.6% |
| All | +176.9% | -57.7% | +234.6% | +147.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling