-11.0%
NCLH vs ROK
+51.1%
-62.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.7% |
| 7D | -4.8% | -1.2% | -3.6% | -4.0% |
| 30D | -21.7% | -4.8% | -16.9% | -19.2% |
| 3M | -22.2% | -6.1% | -16.2% | -20.0% |
| 6M | -27.5% | +15.5% | -43.0% | -34.8% |
| YTD | -33.6% | +11.2% | -44.8% | -39.0% |
| 1Y | -45.0% | +23.8% | -68.8% | -52.9% |
| 3Y | -11.0% | +53.1% | -64.2% | -39.1% |
| All | -11.0% | +51.1% | -62.1% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling