+120.4%
XLK vs NCLH
-10.7%
+131.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +0.2% | -4.8% | +5.0% | +1.2% |
| 30D | -0.6% | -21.7% | +21.0% | +4.1% |
| 3M | +2.6% | -22.2% | +24.8% | +6.9% |
| 6M | +34.0% | -27.5% | +61.5% | +40.7% |
| YTD | +30.7% | -33.6% | +64.3% | +38.5% |
| 1Y | +39.2% | -45.0% | +84.2% | +52.9% |
| 3Y | +120.4% | -11.0% | +131.5% | +112.0% |
| All | +120.4% | -10.7% | +131.1% | +112.0% |
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