-40.2%
NCLH vs NRG
+539.1%
-579.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | -4.8% | -4.7% | -0.1% | -3.2% |
| 30D | -21.7% | -6.0% | -15.7% | -20.2% |
| 3M | -22.2% | -8.0% | -14.3% | -21.6% |
| 6M | -27.5% | -23.2% | -4.4% | -22.4% |
| YTD | -33.6% | -28.1% | -5.5% | -27.8% |
| 1Y | -45.0% | -27.3% | -17.7% | -40.9% |
| 3Y | -11.0% | +208.7% | -219.7% | -46.6% |
| 5Y | -39.7% | +197.7% | -237.4% | -63.7% |
| 10Y | -57.0% | +1,103.3% | -1,160.4% | -79.6% |
| All | -40.2% | +539.1% | -579.3% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling