-39.2%
NCLH vs JBL
+52.3%
-91.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | -6.5% | +3.0% | -9.5% | -7.5% |
| 30D | -23.3% | -8.3% | -15.0% | -21.0% |
| 3M | -18.6% | -16.9% | -1.7% | -12.6% |
| 6M | -26.2% | +21.8% | -48.0% | -34.4% |
| YTD | -30.2% | +36.3% | -66.5% | -40.7% |
| 1Y | -39.2% | +49.5% | -88.7% | -49.8% |
| All | -39.2% | +52.3% | -91.5% | -49.8% |
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