-1.0%
NCLH vs BEN
+56.2%
-57.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.7% | +2.1% | +3.3% |
| 7D | +15.8% | +6.7% | +9.1% | +10.6% |
| 30D | +25.1% | +3.0% | +22.1% | +22.3% |
| 3M | -7.3% | -4.3% | -3.0% | -4.7% |
| 6M | +8.1% | +16.4% | -8.2% | -3.8% |
| YTD | -16.7% | +46.8% | -63.4% | -36.1% |
| 1Y | -1.0% | +57.3% | -58.4% | -24.7% |
| All | -1.0% | +56.2% | -57.3% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling