-41.8%
NCLH vs BTDR
+23.3%
-65.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.2% |
| 7D | -4.6% | +14.8% | -19.4% | -6.0% |
| 30D | -19.9% | +41.8% | -61.8% | -22.9% |
| 3M | -22.0% | -29.2% | +7.2% | -20.3% |
| 6M | -28.3% | +66.2% | -94.5% | -33.1% |
| YTD | -33.5% | +10.0% | -43.5% | -36.1% |
| 1Y | -41.5% | -11.0% | -30.5% | -43.8% |
| 3Y | -8.9% | +6.9% | -15.8% | -24.1% |
| 5Y | -40.5% | +24.7% | -65.1% | -54.6% |
| All | -41.8% | +23.3% | -65.1% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling