+178.5%
XLE vs NCLH
-56.9%
+235.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.5% |
| 7D | +0.3% | -4.6% | +4.9% | +1.3% |
| 30D | +8.5% | -19.9% | +28.5% | +13.3% |
| 3M | +14.6% | -22.0% | +36.6% | +19.2% |
| 6M | +17.6% | -28.3% | +45.9% | +22.8% |
| YTD | +48.1% | -33.5% | +81.6% | +55.2% |
| 1Y | +53.8% | -41.5% | +95.3% | +64.6% |
| 3Y | +56.2% | -8.9% | +65.1% | +41.7% |
| 5Y | +227.7% | -40.5% | +268.2% | +202.3% |
| All | +178.5% | -56.9% | +235.4% | +148.0% |
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