+52.3%
XOM vs NCLH
-42.7%
+95.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.8% |
| 7D | +4.1% | -4.8% | +8.9% | +3.2% |
| 30D | +4.6% | -21.7% | +26.2% | +0.5% |
| 3M | +14.0% | -22.2% | +36.2% | +9.9% |
| 6M | +11.0% | -27.5% | +38.5% | +8.2% |
| YTD | +40.7% | -33.6% | +74.3% | +35.9% |
| 1Y | +52.3% | -45.0% | +97.3% | +46.3% |
| All | +52.3% | -42.7% | +95.0% | +46.3% |
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