-34.5%
NCLH vs ROIV
+287.3%
-321.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.6% | -1.8% | +1.8% |
| 7D | +2.7% | +13.3% | -10.6% | -0.1% |
| 30D | +18.4% | +14.8% | +3.6% | +14.7% |
| 3M | -4.3% | +11.9% | -16.2% | -7.4% |
| 6M | +7.9% | +42.4% | -34.5% | -1.9% |
| YTD | -17.4% | +87.4% | -104.8% | -29.6% |
| 1Y | -3.4% | +97.2% | -100.6% | -18.5% |
| 3Y | +44.4% | +375.7% | -331.2% | 0.0% |
| 5Y | -33.7% | +379.0% | -412.7% | -61.4% |
| All | -34.5% | +287.3% | -321.9% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling