-37.0%
NCLH vs REPL
-53.9%
+16.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | -0.3% | -5.7% | +5.5% | -0.1% |
| 30D | -20.1% | +22.5% | -42.5% | -20.7% |
| 3M | -17.0% | +64.7% | -81.7% | -19.9% |
| 6M | -23.2% | +83.0% | -106.3% | -29.3% |
| YTD | -31.0% | +52.0% | -83.0% | -36.0% |
| 1Y | -37.3% | +144.5% | -181.8% | -45.3% |
| 3Y | -5.6% | -25.1% | +19.5% | -17.5% |
| 5Y | -37.0% | -52.9% | +15.9% | -42.5% |
| All | -37.0% | -53.9% | +16.9% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling