-1.0%
NCLH vs ROKU
+53.8%
-54.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.3% |
| 7D | +15.8% | +4.8% | +11.0% | +14.2% |
| 30D | +25.1% | +6.1% | +19.0% | +22.9% |
| 3M | -7.3% | +10.5% | -17.8% | -10.0% |
| 6M | +8.1% | +29.2% | -21.0% | +0.1% |
| YTD | -16.7% | +50.0% | -66.7% | -25.8% |
| 1Y | -1.0% | +53.4% | -54.4% | -11.9% |
| All | -1.0% | +53.8% | -54.8% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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