+577.6%
XYZ vs NCLH
-67.0%
+644.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.6% |
| 7D | +14.9% | +2.7% | +12.2% | +14.1% |
| 30D | +14.7% | +18.4% | -3.7% | +8.0% |
| 3M | +12.1% | -4.3% | +16.4% | +13.5% |
| 6M | +18.3% | +7.9% | +10.4% | +14.0% |
| YTD | +36.1% | -17.4% | +53.5% | +41.2% |
| 1Y | +35.3% | -3.4% | +38.7% | +32.3% |
| 3Y | +73.5% | +44.4% | +29.0% | +41.8% |
| 5Y | -61.6% | -33.7% | -27.9% | -61.8% |
| 10Y | +638.0% | -48.1% | +686.1% | +582.5% |
| All | +577.6% | -67.0% | +644.5% | +629.2% |
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 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