-41.4%
NCLH vs BIDU
-44.1%
+2.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -4.8% | -8.1% | +3.3% | -2.6% |
| 30D | -21.7% | -12.8% | -8.9% | -18.8% |
| 3M | -22.2% | -21.3% | -1.0% | -17.4% |
| 6M | -27.5% | -27.0% | -0.6% | -21.9% |
| YTD | -33.6% | -30.0% | -3.6% | -28.0% |
| 1Y | -45.0% | -18.3% | -26.7% | -44.2% |
| 3Y | -11.0% | -33.8% | +22.8% | -7.2% |
| All | -41.4% | -44.1% | +2.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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