-37.2%
NCLH vs ROP
+282.5%
-319.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +2.5% |
| 7D | -6.5% | -4.4% | -2.0% | -3.4% |
| 30D | -23.3% | +3.2% | -26.5% | -25.3% |
| 3M | -18.6% | +23.1% | -41.7% | -31.0% |
| 6M | -26.2% | +13.3% | -39.5% | -34.2% |
| YTD | -30.2% | -7.9% | -22.4% | -27.7% |
| 1Y | -39.2% | -22.1% | -17.1% | -28.4% |
| 3Y | -5.1% | -16.8% | +11.7% | +6.1% |
| 5Y | -36.8% | -13.5% | -23.2% | -31.7% |
| 10Y | -56.3% | +137.7% | -194.0% | -75.3% |
| All | -37.2% | +282.5% | -319.7% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling