-40.5%
NCLH vs BP
+141.6%
-182.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.8% | -5.3% | -4.0% |
| 7D | -4.6% | +4.0% | -8.6% | -5.7% |
| 30D | -19.9% | +7.8% | -27.8% | -21.8% |
| 3M | -22.0% | +8.4% | -30.3% | -24.5% |
| 6M | -28.3% | +15.1% | -43.4% | -33.8% |
| YTD | -33.5% | +36.4% | -69.9% | -43.8% |
| 1Y | -41.5% | +40.9% | -82.4% | -51.6% |
| 3Y | -8.9% | +38.8% | -47.7% | -25.8% |
| 5Y | -40.5% | +141.1% | -181.5% | -68.3% |
| All | -40.5% | +141.6% | -182.0% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling