-7.6%
NCLH vs FROG
+217.1%
-224.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.3% | -5.5% | +5.2% | +0.5% |
| 30D | -20.1% | -3.1% | -16.9% | -19.9% |
| 3M | -17.0% | +1.2% | -18.3% | -17.8% |
| 6M | -23.2% | +113.7% | -136.9% | -33.8% |
| YTD | -31.0% | +38.9% | -69.9% | -36.6% |
| 1Y | -37.3% | +72.0% | -109.2% | -45.5% |
| All | -7.6% | +217.1% | -224.7% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling