-4.6%
NCLH vs ROL
-34.6%
+30.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.6% | -3.6% |
| 7D | +1.7% | -1.7% | +3.4% | +2.2% |
| 30D | +17.9% | +18.5% | -0.6% | +12.4% |
| 3M | -4.5% | +4.3% | -8.9% | -6.1% |
| 6M | +12.9% | -27.7% | +40.6% | +22.1% |
| YTD | -19.1% | -35.8% | +16.7% | -12.9% |
| 1Y | -4.6% | -34.1% | +29.5% | +0.5% |
| All | -4.6% | -34.6% | +30.0% | +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