-4.6%
NCLH vs ROL
-34.4%
+29.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.8% |
| 7D | -2.5% | +11.7% | -14.3% | -5.7% |
| 30D | +14.5% | +27.7% | -13.2% | +7.0% |
| 3M | -12.5% | +3.7% | -16.2% | -13.9% |
| 6M | +4.8% | -27.8% | +32.6% | +14.1% |
| YTD | -20.4% | -34.7% | +14.3% | -14.6% |
| 1Y | -4.6% | -34.1% | +29.5% | +0.5% |
| All | -4.6% | -34.4% | +29.8% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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