-11.0%
NCLH vs BLK
+66.0%
-77.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.1% |
| 7D | -4.8% | -3.3% | -1.5% | -1.6% |
| 30D | -21.7% | -6.5% | -15.1% | -16.3% |
| 3M | -22.2% | +6.7% | -29.0% | -27.6% |
| 6M | -27.5% | +14.7% | -42.3% | -37.0% |
| YTD | -33.6% | +2.5% | -36.1% | -36.3% |
| 1Y | -45.0% | -2.8% | -42.2% | -44.3% |
| 3Y | -11.0% | +65.9% | -76.9% | -47.6% |
| All | -11.0% | +66.0% | -77.0% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling