-39.2%
NCLH vs ROKU
+57.7%
-96.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -6.5% | -1.3% | -5.2% | -6.1% |
| 30D | -23.3% | +5.9% | -29.2% | -24.5% |
| 3M | -18.6% | +23.9% | -42.5% | -23.7% |
| 6M | -26.2% | +59.6% | -85.8% | -35.4% |
| YTD | -30.2% | +43.4% | -73.7% | -37.1% |
| 1Y | -39.2% | +60.2% | -99.3% | -45.5% |
| All | -39.2% | +57.7% | -96.9% | -45.5% |
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