+212.4%
XOM vs NCLH
-40.8%
+253.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.7% |
| 7D | 0.0% | -4.6% | +4.7% | +0.7% |
| 30D | +3.4% | -19.9% | +23.4% | +6.7% |
| 3M | +11.0% | -22.0% | +33.0% | +14.2% |
| 6M | +10.6% | -28.3% | +38.9% | +14.2% |
| YTD | +39.2% | -33.5% | +72.7% | +44.0% |
| 1Y | +52.7% | -41.5% | +94.2% | +60.5% |
| 3Y | +56.8% | -8.9% | +65.7% | +45.0% |
| 5Y | +261.8% | -40.5% | +302.2% | +238.6% |
| 10Y | +191.3% | -57.0% | +248.3% | +145.4% |
| All | +212.4% | -40.8% | +253.2% | +155.4% |
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 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