+68.5%
XLI vs NCLH
-12.2%
+80.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -2.3% | -6.5% | +4.2% | -1.2% |
| 30D | -8.2% | -22.1% | +13.9% | -4.3% |
| 3M | +0.8% | -18.7% | +19.5% | +3.8% |
| 6M | +0.8% | -28.4% | +29.2% | +5.5% |
| YTD | +10.5% | -34.7% | +45.2% | +16.5% |
| 1Y | +14.1% | -42.7% | +56.8% | +22.5% |
| All | +68.5% | -12.2% | +80.7% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling