+424.3%
XLF vs NCLH
-40.8%
+465.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.3% |
| 7D | -1.0% | -4.6% | +3.6% | -0.1% |
| 30D | -1.3% | -19.9% | +18.6% | +3.1% |
| 3M | +9.1% | -22.0% | +31.1% | +14.0% |
| 6M | +14.4% | -28.3% | +42.6% | +20.6% |
| YTD | +5.1% | -33.5% | +38.6% | +11.6% |
| 1Y | +8.6% | -41.5% | +50.1% | +17.7% |
| 3Y | +74.4% | -8.9% | +83.3% | +64.2% |
| 5Y | +64.4% | -40.5% | +104.8% | +57.7% |
| 10Y | +251.6% | -57.0% | +308.6% | +200.1% |
| All | +424.3% | -40.8% | +465.1% | +332.3% |
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