+192.9%
XOM vs NCLH
-56.9%
+249.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.2% |
| 7D | +4.1% | -4.8% | +8.9% | +4.9% |
| 30D | +4.6% | -21.7% | +26.2% | +8.4% |
| 3M | +14.0% | -22.2% | +36.2% | +17.6% |
| 6M | +11.0% | -27.5% | +38.5% | +14.4% |
| YTD | +40.7% | -33.6% | +74.3% | +45.8% |
| 1Y | +52.3% | -45.0% | +97.3% | +62.3% |
| 3Y | +60.5% | -11.0% | +71.5% | +48.3% |
| 5Y | +266.4% | -39.7% | +306.1% | +240.4% |
| All | +192.9% | -56.9% | +249.9% | +169.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling