+253.9%
XLI vs NCLH
-56.9%
+310.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | -1.7% | -4.8% | +3.2% | -0.8% |
| 30D | -7.3% | -21.7% | +14.4% | -3.1% |
| 3M | -1.3% | -22.2% | +20.9% | +2.8% |
| 6M | +2.2% | -27.5% | +29.8% | +7.4% |
| YTD | +11.7% | -33.6% | +45.3% | +18.3% |
| 1Y | +14.3% | -45.0% | +59.3% | +24.7% |
| 3Y | +70.3% | -11.0% | +81.4% | +62.8% |
| 5Y | +82.3% | -39.7% | +122.1% | +75.9% |
| All | +253.9% | -56.9% | +310.8% | +230.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling