-36.5%
NCLH vs RF
+42.5%
-79.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +2.0% | -0.9% | +2.9% | +3.0% |
| 30D | +19.1% | +6.0% | +13.0% | +13.5% |
| 3M | -7.5% | -8.9% | +1.4% | +0.4% |
| 6M | +1.0% | +2.3% | -1.4% | -0.9% |
| YTD | -19.7% | +7.6% | -27.3% | -24.9% |
| 1Y | -1.8% | +21.2% | -22.9% | -17.0% |
| 3Y | +36.7% | +108.5% | -71.8% | -26.7% |
| All | -36.5% | +42.5% | -79.1% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling