-41.4%
NCLH vs BB
-26.5%
-15.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | -21.7% | -12.5% | -9.1% | -18.5% |
| 3M | -22.2% | -17.4% | -4.8% | -19.6% |
| 6M | -27.5% | +119.1% | -146.7% | -49.4% |
| YTD | -33.6% | +102.4% | -136.0% | -52.3% |
| 1Y | -45.0% | +98.2% | -143.2% | -61.0% |
| 3Y | -11.0% | +46.9% | -58.0% | -34.1% |
| All | -41.4% | -26.5% | -15.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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