+64.3%
XLF vs NCLH
-40.4%
+104.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -1.5% | -4.8% | +3.4% | -0.7% |
| 30D | -1.2% | -21.7% | +20.5% | +2.9% |
| 3M | +9.2% | -22.2% | +31.4% | +13.3% |
| 6M | +16.3% | -27.5% | +43.9% | +21.4% |
| YTD | +5.4% | -33.6% | +39.0% | +11.0% |
| 1Y | +7.6% | -45.0% | +52.6% | +16.5% |
| 3Y | +74.2% | -11.0% | +85.2% | +66.7% |
| All | +64.3% | -40.4% | +104.7% | +58.7% |
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