-58.0%
NCLH vs NRG
+1,083.9%
-1,141.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.0% |
| 7D | -4.8% | -4.7% | -0.1% | -2.8% |
| 30D | -21.7% | -6.0% | -15.7% | -19.9% |
| 3M | -22.2% | -8.0% | -14.3% | -21.5% |
| 6M | -27.5% | -23.2% | -4.4% | -21.3% |
| YTD | -33.6% | -28.1% | -5.5% | -26.6% |
| 1Y | -45.0% | -27.3% | -17.7% | -40.1% |
| 3Y | -11.0% | +208.7% | -219.7% | -56.7% |
| 5Y | -39.7% | +197.7% | -237.4% | -70.7% |
| All | -58.0% | +1,083.9% | -1,141.9% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling