-37.0%
NCLH vs ROIV
+316.9%
-353.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.8% | -19.9% | -5.4% |
| 7D | -0.3% | +20.2% | -20.4% | -4.8% |
| 30D | -20.1% | +14.1% | -34.2% | -22.9% |
| 3M | -17.0% | +45.6% | -62.6% | -24.8% |
| 6M | -23.2% | +44.1% | -67.4% | -30.3% |
| YTD | -31.0% | +91.2% | -122.2% | -41.4% |
| 1Y | -37.3% | +221.3% | -258.6% | -52.6% |
| 3Y | -5.6% | +229.2% | -234.8% | -30.6% |
| 5Y | -37.0% | +316.5% | -353.4% | -61.2% |
| All | -37.0% | +316.9% | -353.9% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling