+160.1%
BKR vs NCLH
-42.0%
+202.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -6.2% |
| 7D | -6.7% | -6.5% | -0.1% | -5.1% |
| 30D | -8.3% | -22.1% | +13.7% | -2.8% |
| 3M | -5.4% | -18.7% | +13.3% | -1.6% |
| 6M | +0.8% | -28.4% | +29.2% | +7.1% |
| YTD | +31.8% | -34.7% | +66.6% | +41.5% |
| 1Y | +28.6% | -42.7% | +71.3% | +41.7% |
| 3Y | +71.2% | -10.6% | +81.8% | +57.9% |
| 5Y | +179.2% | -40.7% | +220.0% | +160.8% |
| 10Y | +124.0% | -57.8% | +181.7% | +75.2% |
| All | +160.1% | -42.0% | +202.0% | +92.9% |
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