-37.2%
NCLH vs BIL
+25.0%
-62.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -6.5% | +0.1% | -6.6% | -6.4% |
| 30D | -23.3% | +0.3% | -23.6% | -23.0% |
| 3M | -18.6% | +0.9% | -19.6% | -17.6% |
| 6M | -26.2% | +1.8% | -28.1% | -24.7% |
| YTD | -30.2% | +2.4% | -32.7% | -28.6% |
| 1Y | -39.2% | +3.7% | -42.9% | -37.1% |
| 3Y | -5.1% | +14.2% | -19.2% | +0.1% |
| 5Y | -36.8% | +19.4% | -56.2% | -35.6% |
| 10Y | -56.3% | +25.2% | -81.5% | -59.1% |
| All | -37.2% | +25.0% | -62.2% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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