+604.5%
XYZ vs NCLH
-56.8%
+661.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.4% |
| 7D | -3.7% | -4.6% | +0.9% | -2.1% |
| 30D | +0.5% | -19.9% | +20.5% | +8.7% |
| 3M | +16.3% | -22.0% | +38.2% | +26.2% |
| 6M | +21.1% | -28.3% | +49.4% | +34.3% |
| YTD | +22.0% | -33.5% | +55.5% | +37.0% |
| 1Y | +5.2% | -41.5% | +46.6% | +22.1% |
| 3Y | +49.6% | -8.9% | +58.5% | +43.1% |
| 5Y | -68.4% | -40.5% | -28.0% | -67.0% |
| 10Y | +604.5% | -57.0% | +661.5% | +670.2% |
| All | +604.5% | -56.8% | +661.4% | +670.2% |
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