-26.6%
NCLH vs FROG
+192.4%
-219.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.1% | +0.3% |
| 7D | +1.2% | +26.8% | -25.7% | -5.8% |
| 30D | +22.6% | +10.6% | +12.0% | +17.3% |
| 3M | +0.6% | +27.2% | -26.5% | -8.1% |
| 6M | +13.5% | +58.7% | -45.2% | -4.6% |
| YTD | -15.7% | +75.3% | -91.0% | -34.2% |
| 1Y | 0.0% | +71.1% | -71.1% | -21.6% |
| 3Y | +42.8% | +319.6% | -276.8% | -31.6% |
| All | -26.6% | +192.4% | -219.0% | -61.6% |
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 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