-5.6%
NCLH vs ROIV
+253.6%
-259.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.8% | -19.9% | -6.8% |
| 7D | -0.3% | +20.2% | -20.4% | -6.4% |
| 30D | -20.1% | +14.1% | -34.2% | -23.8% |
| 3M | -17.0% | +45.6% | -62.6% | -27.8% |
| 6M | -23.2% | +44.1% | -67.4% | -33.2% |
| YTD | -31.0% | +91.2% | -122.2% | -45.4% |
| 1Y | -37.3% | +221.3% | -258.6% | -57.9% |
| 3Y | -5.6% | +229.2% | -234.8% | -41.6% |
| All | -5.6% | +253.6% | -259.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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