-36.5%
NCLH vs GRAB
-74.7%
+38.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -6.5% | -12.0% | +5.4% | -3.6% |
| 30D | -22.1% | -19.5% | -2.6% | -17.9% |
| 3M | -18.7% | -8.0% | -10.7% | -17.1% |
| 6M | -28.4% | -22.2% | -6.2% | -23.9% |
| YTD | -34.7% | -39.7% | +5.0% | -26.5% |
| 1Y | -42.7% | -43.2% | +0.5% | -34.8% |
| 3Y | -10.6% | -19.1% | +8.5% | -7.8% |
| 5Y | -40.7% | -72.0% | +31.3% | -39.3% |
| All | -36.5% | -74.7% | +38.2% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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