-11.0%
NCLH vs ROKU
+83.2%
-94.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | -21.7% | +2.1% | -23.7% | -22.2% |
| 3M | -22.2% | +29.5% | -51.7% | -28.7% |
| 6M | -27.5% | +53.8% | -81.3% | -36.9% |
| YTD | -33.6% | +42.8% | -76.4% | -41.2% |
| 1Y | -45.0% | +60.7% | -105.7% | -53.2% |
| 3Y | -11.0% | +83.9% | -94.9% | -22.5% |
| All | -11.0% | +83.2% | -94.2% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling