+257.2%
XOM vs NCLH
-40.4%
+297.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.4% |
| 7D | +4.1% | -4.8% | +8.9% | +4.3% |
| 30D | +4.6% | -21.7% | +26.2% | +5.8% |
| 3M | +14.0% | -22.2% | +36.2% | +15.1% |
| 6M | +11.0% | -27.5% | +38.5% | +12.2% |
| YTD | +40.7% | -33.6% | +74.3% | +42.6% |
| 1Y | +52.3% | -45.0% | +97.3% | +56.7% |
| 3Y | +60.5% | -11.0% | +71.5% | +53.5% |
| All | +257.2% | -40.4% | +297.6% | +252.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling