-41.4%
NCLH vs BR
+8.0%
-49.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -4.8% | -3.0% | -1.8% | -3.2% |
| 30D | -21.7% | -0.3% | -21.4% | -21.7% |
| 3M | -22.2% | +17.3% | -39.5% | -29.8% |
| 6M | -27.5% | -6.7% | -20.8% | -25.0% |
| YTD | -33.6% | -23.4% | -10.2% | -22.2% |
| 1Y | -45.0% | -32.7% | -12.3% | -29.2% |
| 3Y | -11.0% | -5.9% | -5.1% | -11.9% |
| All | -41.4% | +8.0% | -49.4% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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