+102.9%
XLP vs NCLH
-56.0%
+158.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.4% | -0.3% | -1.2% | -1.4% |
| 30D | -1.3% | -20.1% | +18.8% | +0.1% |
| 3M | +1.8% | -17.0% | +18.9% | +2.9% |
| 6M | -0.8% | -23.2% | +22.4% | +0.5% |
| YTD | +9.5% | -31.0% | +40.6% | +11.4% |
| 1Y | +7.2% | -37.3% | +44.4% | +9.4% |
| 3Y | +27.1% | -5.6% | +32.7% | +24.0% |
| 5Y | +32.0% | -37.0% | +69.0% | +28.9% |
| 10Y | +102.9% | -55.3% | +158.2% | +88.0% |
| All | +102.9% | -56.0% | +158.9% | +88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling