-1.0%
NCLH vs ROP
+10.4%
-11.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.9% | +2.8% | +6.0% |
| 7D | +15.8% | +11.7% | +4.1% | +13.5% |
| 30D | +25.1% | +35.5% | -10.4% | +18.3% |
| 3M | -7.3% | +25.6% | -33.0% | -11.0% |
| 6M | +8.1% | +39.3% | -31.1% | +3.6% |
| YTD | -16.7% | +11.6% | -28.3% | -6.1% |
| 1Y | -1.0% | +10.6% | -11.6% | +12.4% |
| All | -1.0% | +10.4% | -11.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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