-1.0%
NCLH vs NRG
-50.8%
+49.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -13.5% | +20.3% | +8.8% |
| 7D | +15.8% | -13.7% | +29.5% | +18.0% |
| 30D | +25.1% | -13.6% | +38.7% | +27.2% |
| 3M | -7.3% | -28.5% | +21.2% | -2.5% |
| 6M | +8.1% | -45.8% | +53.9% | +18.4% |
| YTD | -16.7% | -46.9% | +30.3% | -8.3% |
| 1Y | -1.0% | -49.7% | +48.7% | +9.2% |
| All | -1.0% | -50.8% | +49.8% | +9.2% |
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