-5.6%
NCLH vs RF
+92.1%
-97.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -32.8% |
| YTD | -30.2% | +15.6% | -45.8% | -38.8% |
| 1Y | -39.2% | +15.7% | -54.8% | -46.7% |
| All | -5.6% | +92.1% | -97.6% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling