-10.6%
BITO vs NCLH
-42.4%
+31.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -3.4% | -4.8% | +1.4% | -2.2% |
| 30D | +21.4% | -21.7% | +43.1% | +29.4% |
| 3M | +20.5% | -22.2% | +42.7% | +27.7% |
| 6M | +7.4% | -27.5% | +34.9% | +14.9% |
| YTD | -13.9% | -33.6% | +19.7% | -7.3% |
| 1Y | -35.1% | -45.0% | +9.9% | -26.4% |
| 3Y | +156.8% | -11.0% | +167.9% | +134.9% |
| All | -10.6% | -42.4% | +31.8% | -8.9% |
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