-39.2%
NCLH vs RF
+16.9%
-56.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -6.5% | +1.3% | -7.8% | -7.5% |
| 30D | -23.3% | -3.6% | -19.7% | -20.8% |
| 3M | -18.6% | +8.1% | -26.7% | -23.8% |
| 6M | -26.2% | +11.5% | -37.7% | -33.3% |
| YTD | -30.2% | +15.6% | -45.8% | -39.6% |
| 1Y | -39.2% | +15.7% | -54.8% | -50.8% |
| All | -39.2% | +16.9% | -56.1% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling