-11.0%
NCLH vs BBY
+42.8%
-53.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.1% |
| 7D | -4.8% | +0.6% | -5.4% | -5.1% |
| 30D | -21.7% | +9.4% | -31.1% | -25.6% |
| 3M | -22.2% | +19.3% | -41.6% | -29.6% |
| 6M | -27.5% | +47.9% | -75.4% | -42.6% |
| YTD | -33.6% | +39.6% | -73.2% | -46.1% |
| 1Y | -45.0% | +22.2% | -67.2% | -51.7% |
| 3Y | -11.0% | +45.0% | -56.0% | -35.7% |
| All | -11.0% | +42.8% | -53.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling