-39.2%
NCLH vs ROP
-21.5%
-17.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +0.6% |
| 7D | -6.5% | -4.4% | -2.0% | -5.6% |
| 30D | -23.3% | +3.2% | -26.5% | -23.9% |
| 3M | -18.6% | +23.1% | -41.7% | -21.5% |
| 6M | -26.2% | +13.3% | -39.5% | -27.1% |
| YTD | -30.2% | -7.9% | -22.4% | -24.1% |
| 1Y | -39.2% | -22.1% | -17.1% | -30.9% |
| All | -39.2% | -21.5% | -17.7% | -30.9% |
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