-42.7%
NCLH vs ROP
-24.5%
-18.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -6.5% | -8.0% | +1.5% | -4.9% |
| 30D | -22.1% | -2.7% | -19.4% | -21.6% |
| 3M | -18.7% | +16.6% | -35.3% | -20.8% |
| 6M | -28.4% | +10.4% | -38.8% | -29.1% |
| YTD | -34.7% | -12.1% | -22.6% | -27.5% |
| 1Y | -42.7% | -23.6% | -19.1% | -32.9% |
| All | -42.7% | -24.5% | -18.2% | -32.9% |
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