-10.9%
NCLH vs ROL
-1.5%
-9.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.2% |
| 7D | -4.6% | -3.3% | -1.3% | -3.7% |
| 30D | -19.9% | -7.2% | -12.7% | -18.1% |
| 3M | -22.0% | -27.0% | +5.0% | -14.5% |
| 6M | -28.3% | -39.5% | +11.2% | -16.5% |
| YTD | -33.5% | -41.8% | +8.3% | -22.0% |
| 1Y | -41.5% | -38.9% | -2.6% | -32.6% |
| All | -10.9% | -1.5% | -9.4% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling