+225.7%
XLE vs NCLH
-38.4%
+264.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +12.6% | -20.1% | +32.7% | +14.8% |
| 3M | +11.8% | -17.0% | +28.9% | +13.1% |
| 6M | +16.1% | -23.2% | +39.3% | +17.7% |
| YTD | +46.9% | -31.0% | +77.9% | +49.8% |
| 1Y | +53.3% | -37.3% | +90.5% | +57.6% |
| 3Y | +54.9% | -5.6% | +60.5% | +46.3% |
| 5Y | +225.7% | -37.0% | +262.7% | +213.8% |
| All | +225.7% | -38.4% | +264.1% | +213.8% |
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