-40.1%
NCLH vs JBL
+1,689.3%
-1,729.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | -4.6% | +4.0% | -8.6% | -7.1% |
| 30D | -19.9% | -7.5% | -12.5% | -16.3% |
| 3M | -22.0% | -14.1% | -7.9% | -16.1% |
| 6M | -28.3% | +25.9% | -54.2% | -41.6% |
| YTD | -33.5% | +36.7% | -70.1% | -49.4% |
| 1Y | -41.5% | +49.0% | -90.5% | -58.8% |
| 3Y | -8.9% | +191.8% | -200.7% | -64.2% |
| 5Y | -40.5% | +409.8% | -450.2% | -84.5% |
| 10Y | -57.0% | +1,509.2% | -1,566.2% | -93.9% |
| All | -40.1% | +1,689.3% | -1,729.4% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling