+42.0%
XLP vs NCLH
-38.6%
+80.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | +0.7% | +2.0% | -1.3% | +0.6% |
| 30D | +10.3% | +19.1% | -8.8% | +9.1% |
| 3M | +6.5% | -7.5% | +14.0% | +6.8% |
| 6M | +8.4% | +1.0% | +7.4% | +8.0% |
| YTD | +18.2% | -19.7% | +37.9% | +18.8% |
| 1Y | +22.4% | -1.8% | +24.2% | +21.5% |
| 3Y | +41.9% | +36.7% | +5.2% | +35.1% |
| All | +42.0% | -38.6% | +80.6% | +41.4% |
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