-70.6%
NCLH vs REPL
-17.3%
-53.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.4% | +6.5% | -1.3% |
| 7D | -6.5% | -13.4% | +6.9% | -5.6% |
| 30D | -22.1% | -3.0% | -19.1% | -22.0% |
| 3M | -18.7% | +56.3% | -75.0% | -24.2% |
| 6M | -28.4% | +60.9% | -89.3% | -38.6% |
| YTD | -34.7% | +36.2% | -70.9% | -43.4% |
| 1Y | -42.7% | +121.0% | -163.7% | -55.4% |
| 3Y | -10.6% | -32.8% | +22.2% | -36.3% |
| 5Y | -40.7% | -58.7% | +17.9% | -55.5% |
| All | -70.6% | -17.3% | -53.3% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling