+52.6%
XOM vs NCLH
-8.8%
+61.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.8% | -11.4% | -3.2% |
| 7D | -7.0% | +15.8% | -22.8% | -4.0% |
| 30D | +3.2% | +25.1% | -21.9% | +8.3% |
| 3M | +10.7% | -7.3% | +18.0% | +10.0% |
| 6M | +11.6% | +8.1% | +3.5% | +15.5% |
| YTD | +43.5% | -16.7% | +60.1% | +44.1% |
| 1Y | +52.6% | -1.0% | +53.6% | +50.4% |
| All | +52.6% | -8.8% | +61.4% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling