-15.1%
NCLH vs FROG
+22.5%
-37.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.7% |
| 7D | -4.6% | -4.8% | +0.2% | -3.5% |
| 30D | -19.9% | -0.9% | -19.0% | -20.1% |
| 3M | -22.0% | +7.5% | -29.4% | -24.4% |
| 6M | -28.3% | +107.0% | -135.3% | -42.6% |
| YTD | -33.5% | +39.8% | -73.3% | -42.3% |
| 1Y | -41.5% | +74.8% | -116.3% | -53.0% |
| 3Y | -8.9% | +219.3% | -228.2% | -44.1% |
| 5Y | -40.5% | +133.0% | -173.4% | -64.6% |
| All | -15.1% | +22.5% | -37.7% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling