+533.2%
XYZ vs NCLH
-72.1%
+605.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.0% | -6.5% | +5.5% | +1.4% |
| 30D | -1.7% | -23.3% | +21.6% | +7.9% |
| 3M | +16.7% | -18.6% | +35.4% | +24.9% |
| 6M | +26.9% | -26.2% | +53.1% | +39.2% |
| YTD | +27.1% | -30.2% | +57.4% | +40.4% |
| 1Y | +9.3% | -39.2% | +48.4% | +25.1% |
| 3Y | +42.3% | -5.1% | +47.3% | +34.1% |
| 5Y | -69.3% | -36.8% | -32.6% | -68.5% |
| 10Y | +586.8% | -56.3% | +643.1% | +572.8% |
| All | +533.2% | -72.1% | +605.3% | +625.2% |
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