-37.2%
NCLH vs ROL
+510.3%
-547.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -6.5% | -1.4% | -5.1% | -6.0% |
| 30D | -23.3% | -4.1% | -19.2% | -22.2% |
| 3M | -18.6% | -22.5% | +3.9% | -11.1% |
| 6M | -26.2% | -37.7% | +11.4% | -13.0% |
| YTD | -30.2% | -39.6% | +9.3% | -17.0% |
| 1Y | -39.2% | -36.0% | -3.1% | -29.4% |
| 3Y | -5.1% | -5.1% | +0.1% | -6.6% |
| 5Y | -36.8% | -3.4% | -33.4% | -39.6% |
| 10Y | -56.3% | +215.2% | -271.5% | -77.8% |
| All | -37.2% | +510.3% | -547.5% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling