-41.4%
NCLH vs NRG
+194.8%
-236.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | -4.8% | -4.7% | -0.1% | -3.1% |
| 30D | -21.7% | -6.0% | -15.7% | -20.1% |
| 3M | -22.2% | -8.0% | -14.3% | -21.7% |
| 6M | -27.5% | -23.2% | -4.4% | -22.0% |
| YTD | -33.6% | -28.1% | -5.5% | -27.3% |
| 1Y | -45.0% | -27.3% | -17.7% | -40.7% |
| 3Y | -11.0% | +208.7% | -219.7% | -57.3% |
| All | -41.4% | +194.8% | -236.2% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling