+54.9%
XLE vs NCLH
-6.4%
+61.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +12.6% | -20.1% | +32.7% | +13.5% |
| 3M | +11.8% | -17.0% | +28.9% | +12.2% |
| 6M | +16.1% | -23.2% | +39.3% | +16.9% |
| YTD | +46.9% | -31.0% | +77.9% | +48.4% |
| 1Y | +53.3% | -37.3% | +90.5% | +56.1% |
| 3Y | +54.9% | -5.6% | +60.5% | +49.4% |
| All | +54.9% | -6.4% | +61.3% | +49.4% |
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