-41.2%
NCLH vs BLK
+540.7%
-582.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.1% |
| 7D | -6.5% | -5.2% | -1.4% | -2.2% |
| 30D | -22.1% | -7.0% | -15.0% | -17.0% |
| 3M | -18.7% | +5.7% | -24.4% | -22.9% |
| 6M | -28.4% | +11.0% | -39.4% | -34.6% |
| YTD | -34.7% | +0.9% | -35.6% | -35.9% |
| 1Y | -42.7% | -1.6% | -41.1% | -42.6% |
| 3Y | -10.6% | +64.5% | -75.1% | -41.0% |
| 5Y | -40.7% | +30.9% | -71.6% | -52.8% |
| 10Y | -57.8% | +275.1% | -332.9% | -83.3% |
| All | -41.2% | +540.7% | -582.0% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling