+1,394.6%
XLK vs NCLH
-42.0%
+1,436.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -0.4% | -6.5% | +6.1% | +0.8% |
| 30D | -0.5% | -22.1% | +21.6% | +3.9% |
| 3M | +5.0% | -18.7% | +23.7% | +8.2% |
| 6M | +32.9% | -28.4% | +61.3% | +39.3% |
| YTD | +29.0% | -34.7% | +63.7% | +36.5% |
| 1Y | +37.8% | -42.7% | +80.5% | +48.5% |
| 3Y | +118.7% | -10.6% | +129.3% | +110.7% |
| 5Y | +145.6% | -40.7% | +186.3% | +140.4% |
| 10Y | +791.5% | -57.8% | +849.3% | +715.7% |
| All | +1,394.6% | -42.0% | +1,436.5% | +1,233.5% |
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