+176.8%
XLE vs NCLH
-38.0%
+214.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +2.2% | -6.5% | +8.7% | +3.5% |
| 30D | +11.8% | -23.3% | +35.1% | +17.5% |
| 3M | +9.8% | -18.6% | +28.4% | +13.2% |
| 6M | +15.6% | -26.2% | +41.8% | +19.9% |
| YTD | +45.3% | -30.2% | +75.5% | +50.7% |
| 1Y | +48.3% | -39.2% | +87.5% | +57.3% |
| 3Y | +55.4% | -5.1% | +60.5% | +40.5% |
| 5Y | +216.1% | -36.8% | +252.9% | +188.9% |
| 10Y | +178.4% | -56.3% | +234.7% | +123.7% |
| All | +176.8% | -38.0% | +214.7% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling