+148.7%
XLK vs NCLH
-40.4%
+189.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +0.2% | -4.8% | +5.0% | +1.3% |
| 30D | -0.6% | -21.7% | +21.0% | +4.6% |
| 3M | +2.6% | -22.2% | +24.8% | +7.4% |
| 6M | +34.0% | -27.5% | +61.5% | +41.5% |
| YTD | +30.7% | -33.6% | +64.3% | +39.4% |
| 1Y | +39.2% | -45.0% | +84.2% | +54.0% |
| 3Y | +120.4% | -11.0% | +131.5% | +108.3% |
| All | +148.7% | -40.4% | +189.1% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling