-37.2%
NCLH vs RF
+531.2%
-568.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.9% |
| 3M | -18.6% | +8.1% | -26.7% | -23.6% |
| 6M | -26.2% | +11.5% | -37.7% | -32.3% |
| YTD | -30.2% | +15.6% | -45.8% | -38.2% |
| 1Y | -39.2% | +15.7% | -54.8% | -46.1% |
| 3Y | -5.1% | +86.9% | -92.0% | -43.2% |
| 5Y | -36.8% | +89.8% | -126.6% | -62.9% |
| 10Y | -56.3% | +344.7% | -401.0% | -84.1% |
| All | -37.2% | +531.2% | -568.4% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling