+258.1%
XLP vs NCLH
-26.6%
+284.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.7% |
| 7D | +0.1% | +2.7% | -2.7% | -0.1% |
| 30D | +8.9% | +18.4% | -9.4% | +7.6% |
| 3M | +7.5% | -4.3% | +11.7% | +7.6% |
| 6M | +9.4% | +7.9% | +1.5% | +8.4% |
| YTD | +19.3% | -17.4% | +36.7% | +19.8% |
| 1Y | +21.7% | -3.4% | +25.1% | +20.8% |
| 3Y | +44.0% | +44.4% | -0.5% | +35.8% |
| 5Y | +42.8% | -33.7% | +76.5% | +38.8% |
| 10Y | +128.8% | -48.1% | +176.9% | +109.0% |
| All | +258.1% | -26.6% | +284.7% | +224.5% |
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