-45.0%
NCLH vs FROG
+74.0%
-119.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.8% |
| 7D | -4.8% | -0.5% | -4.3% | -4.8% |
| 30D | -21.7% | +1.3% | -23.0% | -21.7% |
| 3M | -22.2% | +11.1% | -33.3% | -22.7% |
| 6M | -27.5% | +108.3% | -135.8% | -32.5% |
| YTD | -33.6% | +39.6% | -73.2% | -35.8% |
| 1Y | -45.0% | +74.7% | -119.7% | -50.6% |
| All | -45.0% | +74.0% | -119.0% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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