-10.9%
NCLH vs BP
+37.6%
-48.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -3.4% |
| 7D | -4.6% | +4.0% | -8.6% | -4.5% |
| 30D | -19.9% | +7.8% | -27.8% | -19.7% |
| 3M | -22.0% | +8.4% | -30.3% | -21.6% |
| 6M | -28.3% | +15.1% | -43.4% | -29.9% |
| YTD | -33.5% | +36.4% | -69.9% | -38.3% |
| 1Y | -41.5% | +40.9% | -82.4% | -46.5% |
| All | -10.9% | +37.6% | -48.5% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling