-40.5%
NCLH vs FROG
+133.6%
-174.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | -4.6% | -4.8% | +0.2% | -3.4% |
| 30D | -19.9% | -0.9% | -19.0% | -20.2% |
| 3M | -22.0% | +7.5% | -29.4% | -24.8% |
| 6M | -28.3% | +107.0% | -135.3% | -44.9% |
| YTD | -33.5% | +39.8% | -73.3% | -43.7% |
| 1Y | -41.5% | +74.8% | -116.3% | -55.1% |
| 3Y | -8.9% | +219.3% | -228.2% | -52.0% |
| 5Y | -40.5% | +133.0% | -173.4% | -67.1% |
| All | -40.5% | +133.6% | -174.1% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling