-58.0%
NCLH vs ROK
+357.9%
-415.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.3% |
| 7D | -4.8% | -1.2% | -3.6% | -3.8% |
| 30D | -21.7% | -4.8% | -16.9% | -18.4% |
| 3M | -22.2% | -6.1% | -16.2% | -19.3% |
| 6M | -27.5% | +15.5% | -43.0% | -37.0% |
| YTD | -33.6% | +11.2% | -44.8% | -40.8% |
| 1Y | -45.0% | +23.8% | -68.8% | -55.4% |
| 3Y | -11.0% | +53.1% | -64.2% | -43.1% |
| 5Y | -39.7% | +48.3% | -88.0% | -61.6% |
| All | -58.0% | +357.9% | -415.9% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling