-58.0%
NCLH vs ROL
+211.6%
-269.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -4.8% | -3.2% | -1.7% | -3.8% |
| 30D | -21.7% | -4.9% | -16.8% | -20.3% |
| 3M | -22.2% | -25.8% | +3.6% | -14.3% |
| 6M | -27.5% | -37.6% | +10.0% | -15.5% |
| YTD | -33.6% | -41.5% | +7.9% | -21.0% |
| 1Y | -45.0% | -39.5% | -5.5% | -35.5% |
| 3Y | -11.0% | +0.1% | -11.2% | -13.9% |
| 5Y | -39.7% | -4.6% | -35.1% | -42.1% |
| All | -58.0% | +211.6% | -269.6% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling