+9.3%
XYZ vs NCLH
-38.5%
+47.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.0% | -6.5% | +5.5% | +1.0% |
| 30D | -1.7% | -23.3% | +21.6% | +5.9% |
| 3M | +16.7% | -18.6% | +35.4% | +23.4% |
| 6M | +26.9% | -26.2% | +53.1% | +35.9% |
| YTD | +27.1% | -30.2% | +57.4% | +37.4% |
| 1Y | +9.3% | -39.2% | +48.4% | +19.4% |
| All | +9.3% | -38.5% | +47.8% | +19.4% |
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