-3.2%
NCLH vs ROP
+6.9%
-10.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +0.2% | +0.7% | -0.5% | +0.1% |
| 30D | +20.8% | +28.8% | -8.0% | +15.6% |
| 3M | -8.1% | +21.1% | -29.2% | -11.0% |
| 6M | +11.8% | +52.5% | -40.7% | +4.3% |
| YTD | -19.5% | +8.9% | -28.4% | -7.8% |
| 1Y | -3.2% | +8.2% | -11.5% | +12.0% |
| All | -3.2% | +6.9% | -10.1% | +12.0% |
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 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