-30.8%
NCLH vs ROL
+16.5%
-47.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +6.3% | +3.4% | +2.9% | +4.8% |
| 30D | +18.9% | +20.8% | -1.9% | +9.8% |
| 3M | -0.2% | +3.7% | -3.9% | -2.0% |
| 6M | +8.4% | -27.7% | +36.0% | +23.2% |
| YTD | -17.1% | -34.9% | +17.9% | -1.7% |
| 1Y | -2.8% | -33.3% | +30.5% | +14.0% |
| 3Y | +40.4% | +4.3% | +36.1% | +26.3% |
| 5Y | -30.8% | +15.0% | -45.7% | -41.5% |
| All | -30.8% | +16.5% | -47.2% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling