-63.5%
NCLH vs REPL
+37.4%
-100.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.1% |
| 7D | +1.7% | +9.8% | -8.1% | +1.0% |
| 30D | +17.9% | +81.5% | -63.6% | +12.8% |
| 3M | -4.5% | +44.2% | -48.8% | -7.3% |
| 6M | +12.9% | +437.4% | -424.5% | -7.4% |
| YTD | -19.1% | +126.1% | -145.2% | -32.5% |
| 1Y | -4.6% | +143.1% | -147.8% | -21.1% |
| 3Y | +37.0% | +97.8% | -60.8% | -17.1% |
| 5Y | -29.5% | -34.3% | +4.7% | -48.5% |
| All | -63.5% | +37.4% | -100.9% | -81.1% |
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