-68.6%
NCLH vs REPL
-6.0%
-62.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -6.5% | -3.0% | -3.5% | -6.3% |
| 30D | -23.3% | +27.1% | -50.4% | -24.7% |
| 3M | -18.6% | +52.4% | -71.0% | -23.8% |
| 6M | -26.2% | +107.4% | -133.7% | -38.2% |
| YTD | -30.2% | +54.7% | -85.0% | -40.0% |
| 1Y | -39.2% | +158.9% | -198.0% | -53.3% |
| 3Y | -5.1% | -23.7% | +18.7% | -32.9% |
| 5Y | -36.8% | -54.3% | +17.6% | -52.6% |
| All | -68.6% | -6.0% | -62.6% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling