-37.9%
NCLH vs BP
+123.2%
-161.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.7% |
| 7D | -0.3% | +0.9% | -1.2% | -0.9% |
| 30D | -20.1% | +9.1% | -29.2% | -24.9% |
| 3M | -17.0% | +3.9% | -20.9% | -21.2% |
| 6M | -23.2% | +13.6% | -36.9% | -33.4% |
| YTD | -31.0% | +34.0% | -65.1% | -47.7% |
| 1Y | -37.3% | +39.2% | -76.4% | -54.1% |
| 3Y | -5.6% | +36.4% | -42.0% | -33.0% |
| 5Y | -37.0% | +135.8% | -172.8% | -72.4% |
| 10Y | -55.3% | +125.0% | -180.3% | -79.8% |
| All | -37.9% | +123.2% | -161.1% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling