+166.9%
XLE vs NCLH
-30.1%
+197.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | +7.0% | -8.1% | +15.2% | +7.5% |
| 6M | +14.2% | +11.8% | +2.4% | +12.0% |
| YTD | +48.2% | -19.5% | +67.7% | +48.8% |
| 1Y | +47.7% | -3.2% | +50.9% | +44.6% |
| 3Y | +70.0% | +37.1% | +32.9% | +54.5% |
| All | +166.9% | -30.1% | +197.0% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling