+41.3%
NCLH vs REPL
+110.3%
-69.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.1% | +0.4% |
| 7D | +6.3% | +12.7% | -6.5% | +6.1% |
| 30D | +18.9% | +73.5% | -54.6% | +18.3% |
| 3M | -0.2% | +70.3% | -70.5% | -0.7% |
| 6M | +8.4% | +472.0% | -463.6% | +5.9% |
| YTD | -17.1% | +139.5% | -156.6% | -18.6% |
| 1Y | -2.8% | +167.3% | -170.1% | -4.7% |
| All | +41.3% | +110.3% | -69.0% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling