-45.0%
NCLH vs BTDR
-13.8%
-31.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.3% |
| 7D | -4.8% | -3.4% | -1.4% | -4.5% |
| 30D | -21.7% | +32.6% | -54.3% | -24.1% |
| 3M | -22.2% | -32.2% | +10.0% | -18.9% |
| 6M | -27.5% | +52.4% | -79.9% | -30.9% |
| YTD | -33.6% | +6.7% | -40.3% | -36.2% |
| 1Y | -45.0% | -15.2% | -29.8% | -45.1% |
| All | -45.0% | -13.8% | -31.2% | -45.1% |
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