-58.0%
NCLH vs BLK
+283.5%
-341.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.2% |
| 7D | -4.8% | -3.3% | -1.5% | -1.7% |
| 30D | -21.7% | -6.5% | -15.1% | -16.4% |
| 3M | -22.2% | +6.7% | -29.0% | -27.5% |
| 6M | -27.5% | +14.7% | -42.3% | -36.5% |
| YTD | -33.6% | +2.5% | -36.1% | -36.1% |
| 1Y | -45.0% | -2.8% | -42.2% | -44.4% |
| 3Y | -11.0% | +65.9% | -76.9% | -45.1% |
| 5Y | -39.7% | +33.0% | -72.7% | -54.4% |
| All | -58.0% | +283.5% | -341.5% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling