+120.2%
BKR vs NCLH
-56.9%
+177.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | -7.0% | -4.8% | -2.2% | -5.8% |
| 30D | -8.1% | -21.7% | +13.5% | -2.5% |
| 3M | -6.6% | -22.2% | +15.6% | -1.6% |
| 6M | +0.9% | -27.5% | +28.4% | +7.0% |
| YTD | +31.1% | -33.6% | +64.7% | +40.4% |
| 1Y | +27.7% | -45.0% | +72.7% | +42.7% |
| 3Y | +71.2% | -11.0% | +82.3% | +57.5% |
| 5Y | +177.6% | -39.7% | +217.4% | +157.2% |
| All | +120.2% | -56.9% | +177.1% | +77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling