-55.3%
NCLH vs RF
+334.9%
-390.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.1% |
| 7D | -0.3% | +2.7% | -2.9% | -2.6% |
| 30D | -20.1% | -3.4% | -16.7% | -17.6% |
| 3M | -17.0% | +6.4% | -23.4% | -21.5% |
| 6M | -23.2% | +13.4% | -36.6% | -31.4% |
| YTD | -31.0% | +14.2% | -45.3% | -39.1% |
| 1Y | -37.3% | +15.7% | -53.0% | -45.3% |
| 3Y | -5.6% | +91.3% | -96.9% | -48.4% |
| 5Y | -37.0% | +89.8% | -126.7% | -66.1% |
| 10Y | -55.3% | +336.7% | -391.9% | -84.1% |
| All | -55.3% | +334.9% | -390.2% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling