-40.1%
NCLH vs BIDU
-16.2%
-23.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.3% |
| 7D | -4.6% | -2.4% | -2.2% | -4.0% |
| 30D | -19.9% | -16.0% | -4.0% | -15.6% |
| 3M | -22.0% | -24.0% | +2.0% | -15.4% |
| 6M | -28.3% | -24.9% | -3.4% | -22.6% |
| YTD | -33.5% | -29.6% | -3.9% | -27.2% |
| 1Y | -41.5% | -15.2% | -26.3% | -41.2% |
| 3Y | -8.9% | -32.2% | +23.3% | -5.8% |
| 5Y | -40.5% | -43.8% | +3.3% | -38.9% |
| 10Y | -57.0% | -49.5% | -7.5% | -60.7% |
| All | -40.1% | -16.2% | -23.9% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling