-58.7%
NCLH vs ROP
+135.7%
-194.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.5% |
| 7D | -6.5% | -8.0% | +1.5% | -0.5% |
| 30D | -22.1% | -2.7% | -19.4% | -20.7% |
| 3M | -18.7% | +16.6% | -35.3% | -28.8% |
| 6M | -28.4% | +10.4% | -38.8% | -35.3% |
| YTD | -34.7% | -12.1% | -22.6% | -29.6% |
| 1Y | -42.7% | -23.6% | -19.1% | -30.6% |
| 3Y | -10.6% | -19.3% | +8.7% | +2.9% |
| 5Y | -40.7% | -15.4% | -25.4% | -35.0% |
| All | -58.7% | +135.7% | -194.3% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling