+448.0%
XLI vs NCLH
-40.8%
+488.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -0.9% |
| 7D | -0.6% | -4.6% | +4.1% | +0.3% |
| 30D | -6.9% | -19.9% | +13.0% | -3.1% |
| 3M | -1.9% | -22.0% | +20.0% | +2.2% |
| 6M | +1.0% | -28.3% | +29.3% | +6.4% |
| YTD | +11.3% | -33.5% | +44.8% | +17.9% |
| 1Y | +15.8% | -41.5% | +57.3% | +25.0% |
| 3Y | +69.8% | -8.9% | +78.7% | +61.5% |
| 5Y | +80.9% | -40.5% | +121.3% | +74.8% |
| 10Y | +257.2% | -57.0% | +314.2% | +210.3% |
| All | +448.0% | -40.8% | +488.8% | +356.1% |
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