-56.3%
NCLH vs RF
+219.4%
-275.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -3.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.4% |
| 30D | +17.9% | +5.6% | +12.3% | +12.6% |
| 3M | -4.5% | -8.9% | +4.3% | +4.0% |
| 6M | +12.9% | +7.1% | +5.8% | +6.2% |
| YTD | -19.1% | +8.3% | -27.4% | -25.1% |
| 1Y | -4.6% | +16.8% | -21.5% | -17.5% |
| 3Y | +37.0% | +115.0% | -78.0% | -32.4% |
| 5Y | -29.5% | +46.4% | -75.9% | -52.0% |
| All | -56.3% | +219.4% | -275.8% | -83.9% |
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