-41.2%
NCLH vs BR
+848.6%
-889.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -6.5% | -6.0% | -0.6% | -2.6% |
| 30D | -22.1% | -0.9% | -21.2% | -21.8% |
| 3M | -18.7% | +16.4% | -35.1% | -27.8% |
| 6M | -28.4% | -8.2% | -20.2% | -25.3% |
| YTD | -34.7% | -23.2% | -11.5% | -23.5% |
| 1Y | -42.7% | -30.9% | -11.8% | -27.2% |
| 3Y | -10.6% | -5.0% | -5.6% | -12.4% |
| 5Y | -40.7% | +8.8% | -49.5% | -48.9% |
| 10Y | -57.8% | +190.1% | -247.8% | -81.8% |
| All | -41.2% | +848.6% | -889.9% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling