-1.0%
NCLH vs JBL
+20.8%
-21.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.8% | +11.6% | +8.3% |
| 7D | +15.8% | -11.1% | +26.9% | +20.1% |
| 30D | +25.1% | -14.1% | +39.2% | +31.1% |
| 3M | -7.3% | -23.9% | +16.6% | +0.8% |
| 6M | +8.1% | -24.1% | +32.2% | +16.5% |
| YTD | -16.7% | +13.5% | -30.1% | -25.6% |
| 1Y | -1.0% | +23.7% | -24.7% | -15.0% |
| All | -1.0% | +20.8% | -21.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling