-1.0%
NCLH vs REPL
+125.1%
-126.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.8% |
| 7D | +15.8% | +28.8% | -13.0% | +15.9% |
| 30D | +25.1% | +57.3% | -32.3% | +25.3% |
| 3M | -7.3% | +73.6% | -80.9% | -6.9% |
| 6M | +8.1% | +582.8% | -574.7% | +10.2% |
| YTD | -16.7% | +112.9% | -129.5% | -13.6% |
| 1Y | -1.0% | +130.7% | -131.7% | +2.2% |
| All | -1.0% | +125.1% | -126.1% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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