+34.1%
XLP vs NCLH
-36.1%
+70.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | -6.5% | +5.5% | -0.7% |
| 30D | -0.9% | -23.3% | +22.4% | +0.5% |
| 3M | +3.8% | -18.6% | +22.4% | +4.9% |
| 6M | -1.7% | -26.2% | +24.5% | -0.4% |
| YTD | +10.3% | -30.2% | +40.5% | +11.8% |
| 1Y | +7.8% | -39.2% | +47.0% | +10.0% |
| 3Y | +27.2% | -5.1% | +32.3% | +23.9% |
| All | +34.1% | -36.1% | +70.2% | +30.7% |
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