-1.0%
NCLH vs BTDR
-69.9%
+68.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.6% | +12.4% | +7.3% |
| 7D | +15.8% | -17.6% | +33.4% | +17.9% |
| 30D | +25.1% | -40.3% | +65.3% | +31.5% |
| 3M | -7.3% | -42.6% | +35.3% | -2.8% |
| 6M | +8.1% | -46.3% | +54.4% | +13.2% |
| YTD | -16.7% | -41.7% | +25.1% | -16.3% |
| 1Y | -1.0% | -69.4% | +68.4% | +2.3% |
| All | -1.0% | -69.9% | +68.9% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling