-1.0%
NCLH vs RF
+25.4%
-26.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.4% |
| 7D | +15.8% | +2.3% | +13.6% | +13.8% |
| 30D | +25.1% | +7.2% | +17.8% | +17.9% |
| 3M | -7.3% | -8.2% | +0.9% | +0.1% |
| 6M | +8.1% | +7.0% | +1.1% | +1.6% |
| YTD | -16.7% | +10.3% | -27.0% | -27.3% |
| 1Y | -1.0% | +25.1% | -26.1% | -26.4% |
| All | -1.0% | +25.4% | -26.4% | -26.4% |
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