-48.1%
NCLH vs RF
+277.2%
-325.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.7% | +0.8% |
| 7D | +2.7% | -0.1% | +2.9% | +3.0% |
| 30D | +18.4% | +7.0% | +11.3% | +11.5% |
| 3M | -4.3% | -7.0% | +2.8% | +2.4% |
| 6M | +7.9% | +6.8% | +1.1% | +1.7% |
| YTD | -17.4% | +9.9% | -27.3% | -24.6% |
| 1Y | -3.4% | +21.1% | -24.5% | -19.2% |
| 3Y | +44.4% | +119.6% | -75.2% | -30.2% |
| 5Y | -33.7% | +46.2% | -79.9% | -54.8% |
| 10Y | -48.1% | +261.5% | -309.6% | -84.0% |
| All | -48.1% | +277.2% | -325.3% | -84.0% |
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