-62.3%
ZTS vs NCLH
-40.4%
-21.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.1% |
| 7D | -3.7% | -4.8% | +1.1% | -3.1% |
| 30D | -0.8% | -21.7% | +20.9% | +2.7% |
| 3M | -9.7% | -22.2% | +12.5% | -6.8% |
| 6M | -38.4% | -27.5% | -10.9% | -36.0% |
| YTD | -41.1% | -33.6% | -7.5% | -38.4% |
| 1Y | -50.6% | -45.0% | -5.6% | -47.2% |
| 3Y | -59.1% | -11.0% | -48.1% | -60.4% |
| All | -62.3% | -40.4% | -21.9% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling