-45.0%
NCLH vs ROL
-37.8%
-7.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -4.8% | -3.2% | -1.7% | -4.3% |
| 30D | -21.7% | -4.9% | -16.8% | -21.0% |
| 3M | -22.2% | -25.8% | +3.6% | -18.0% |
| 6M | -27.5% | -37.6% | +10.0% | -20.8% |
| YTD | -33.6% | -41.5% | +7.9% | -27.3% |
| 1Y | -45.0% | -39.5% | -5.5% | -39.7% |
| All | -45.0% | -37.8% | -7.2% | -39.7% |
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