-41.4%
NCLH vs BLK
+32.0%
-73.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.1% |
| 7D | -4.8% | -3.3% | -1.5% | -1.5% |
| 30D | -21.7% | -6.5% | -15.1% | -16.1% |
| 3M | -22.2% | +6.7% | -29.0% | -27.9% |
| 6M | -27.5% | +14.7% | -42.3% | -37.2% |
| YTD | -33.6% | +2.5% | -36.1% | -36.4% |
| 1Y | -45.0% | -2.8% | -42.2% | -44.4% |
| 3Y | -11.0% | +65.9% | -76.9% | -48.5% |
| All | -41.4% | +32.0% | -73.4% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling