-39.2%
NCLH vs ROK
+29.3%
-68.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.9% |
| 7D | -6.5% | +0.7% | -7.2% | -6.8% |
| 30D | -23.3% | -3.3% | -20.0% | -21.8% |
| 3M | -18.6% | -5.9% | -12.7% | -16.9% |
| 6M | -26.2% | +13.9% | -40.1% | -34.2% |
| YTD | -30.2% | +12.6% | -42.8% | -37.1% |
| 1Y | -39.2% | +28.6% | -67.8% | -50.5% |
| All | -39.2% | +29.3% | -68.5% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling