+269.8%
XLU vs NCLH
-41.0%
+310.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -1.6% | -4.8% | +3.2% | -1.3% |
| 30D | -3.3% | -21.7% | +18.4% | -1.7% |
| 3M | -3.2% | -22.2% | +19.1% | -1.6% |
| 6M | -7.0% | -27.5% | +20.6% | -5.3% |
| YTD | +0.6% | -33.6% | +34.2% | +2.7% |
| 1Y | +2.4% | -45.0% | +47.4% | +5.8% |
| 3Y | +46.3% | -11.0% | +57.3% | +43.0% |
| 5Y | +44.0% | -39.7% | +83.7% | +40.9% |
| 10Y | +140.1% | -57.0% | +197.1% | +111.8% |
| All | +269.8% | -41.0% | +310.8% | +223.9% |
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