-41.4%
NCLH vs JBL
+409.3%
-450.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | -1.4% |
| 7D | -4.8% | +2.4% | -7.2% | -6.3% |
| 30D | -21.7% | -13.1% | -8.6% | -15.1% |
| 3M | -22.2% | -15.6% | -6.7% | -15.7% |
| 6M | -27.5% | +24.6% | -52.1% | -39.9% |
| YTD | -33.6% | +39.6% | -73.2% | -49.5% |
| 1Y | -45.0% | +48.6% | -93.6% | -60.5% |
| 3Y | -11.0% | +197.3% | -208.3% | -66.6% |
| All | -41.4% | +409.3% | -450.8% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling