-37.9%
NCLH vs ROK
+543.2%
-581.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.3% |
| 7D | -0.3% | +2.8% | -3.0% | -2.3% |
| 30D | -20.1% | -2.4% | -17.7% | -18.6% |
| 3M | -17.0% | -4.7% | -12.3% | -14.9% |
| 6M | -23.2% | +16.8% | -40.0% | -33.0% |
| YTD | -31.0% | +11.4% | -42.4% | -37.9% |
| 1Y | -37.3% | +26.2% | -63.4% | -48.9% |
| 3Y | -5.6% | +51.9% | -57.4% | -36.4% |
| 5Y | -37.0% | +46.4% | -83.3% | -57.3% |
| 10Y | -55.3% | +343.5% | -398.8% | -84.9% |
| All | -37.9% | +543.2% | -581.1% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling