-33.1%
NCLH vs ROIV
+298.6%
-331.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | +1.2% | +9.5% | -8.3% | -0.9% |
| 30D | +22.6% | +21.0% | +1.6% | +17.4% |
| 3M | +0.6% | +18.7% | -18.1% | -4.0% |
| 6M | +13.5% | +44.5% | -31.0% | +2.9% |
| YTD | -15.7% | +92.9% | -108.5% | -28.6% |
| 1Y | 0.0% | +100.2% | -100.2% | -16.0% |
| 3Y | +42.8% | +375.0% | -332.2% | -1.2% |
| 5Y | -28.4% | +435.2% | -463.6% | -58.7% |
| All | -33.1% | +298.6% | -331.7% | -60.0% |
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