-58.7%
NCLH vs BP
+137.6%
-196.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.5% |
| 7D | -6.5% | +5.7% | -12.3% | -10.3% |
| 30D | -22.1% | +8.1% | -30.2% | -26.9% |
| 3M | -18.7% | +8.6% | -27.3% | -25.8% |
| 6M | -28.4% | +18.1% | -46.5% | -41.1% |
| YTD | -34.7% | +37.6% | -72.3% | -53.6% |
| 1Y | -42.7% | +39.4% | -82.1% | -60.2% |
| 3Y | -10.6% | +40.1% | -50.7% | -41.6% |
| 5Y | -40.7% | +141.3% | -182.1% | -78.9% |
| All | -58.7% | +137.6% | -196.3% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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