+50.9%
XYZ vs NCLH
-6.4%
+57.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.8% |
| 7D | +2.9% | -0.3% | +3.1% | +3.0% |
| 30D | +1.4% | -20.1% | +21.4% | +10.8% |
| 3M | +14.6% | -17.0% | +31.6% | +22.6% |
| 6M | +20.8% | -23.2% | +44.0% | +31.9% |
| YTD | +23.1% | -31.0% | +54.1% | +38.1% |
| 1Y | +5.6% | -37.3% | +42.9% | +21.9% |
| 3Y | +50.9% | -5.6% | +56.5% | +35.3% |
| All | +50.9% | -6.4% | +57.3% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling