-40.7%
NCLH vs ROK
+44.8%
-85.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.1% |
| 7D | -6.5% | -1.6% | -4.9% | -5.5% |
| 30D | -22.1% | -5.4% | -16.6% | -19.0% |
| 3M | -18.7% | -4.0% | -14.7% | -17.4% |
| 6M | -28.4% | +13.3% | -41.7% | -35.4% |
| YTD | -34.7% | +9.3% | -44.1% | -39.8% |
| 1Y | -42.7% | +25.8% | -68.5% | -52.3% |
| 3Y | -10.6% | +49.1% | -59.7% | -36.6% |
| 5Y | -40.7% | +45.9% | -86.6% | -62.7% |
| All | -40.7% | +44.8% | -85.5% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling