+70.0%
XLE vs NCLH
+37.2%
+32.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.0% |
| 7D | +5.4% | +0.2% | +5.2% | +5.4% |
| 30D | -3.9% | +20.8% | -24.7% | -4.5% |
| 3M | +7.0% | -8.1% | +15.2% | +7.4% |
| 6M | +14.2% | +11.8% | +2.4% | +13.0% |
| YTD | +48.2% | -19.5% | +67.7% | +49.0% |
| 1Y | +47.7% | -3.2% | +50.9% | +44.8% |
| 3Y | +70.0% | +37.1% | +32.9% | +60.1% |
| All | +70.0% | +37.2% | +32.8% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling