-40.5%
NCLH vs ROL
-6.0%
-34.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.1% |
| 7D | -4.6% | -3.3% | -1.3% | -3.4% |
| 30D | -19.9% | -7.2% | -12.7% | -17.7% |
| 3M | -22.0% | -27.0% | +5.0% | -12.3% |
| 6M | -28.3% | -39.5% | +11.2% | -13.3% |
| YTD | -33.5% | -41.8% | +8.3% | -18.7% |
| 1Y | -41.5% | -38.9% | -2.6% | -30.1% |
| 3Y | -8.9% | -0.4% | -8.5% | -15.0% |
| 5Y | -40.5% | -4.2% | -36.2% | -49.0% |
| All | -40.5% | -6.0% | -34.5% | -49.0% |
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