-1.0%
NCLH vs BG
+7.2%
-8.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +7.5% |
| 7D | +15.8% | -3.8% | +19.6% | +14.6% |
| 30D | +25.1% | -9.6% | +34.7% | +21.9% |
| 3M | -7.3% | -8.5% | +1.2% | -9.3% |
| 6M | +8.1% | -23.0% | +31.2% | +1.9% |
| YTD | -16.7% | +10.9% | -27.5% | -26.6% |
| 1Y | -1.0% | +6.0% | -7.0% | -10.7% |
| All | -1.0% | +7.2% | -8.2% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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