-39.2%
NCLH vs NRG
-18.6%
-20.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.5% | -1.3% |
| 7D | -6.5% | +7.1% | -13.6% | -7.7% |
| 30D | -23.3% | -1.4% | -21.9% | -23.1% |
| 3M | -18.6% | -10.5% | -8.2% | -17.7% |
| 6M | -26.2% | -26.7% | +0.5% | -22.8% |
| YTD | -30.2% | -24.5% | -5.7% | -27.4% |
| 1Y | -39.2% | -18.6% | -20.6% | -36.4% |
| All | -39.2% | -18.6% | -20.6% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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