-27.6%
NCLH vs ROP
+351.9%
-379.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | +0.2% | +0.7% | -0.5% | -0.3% |
| 30D | +20.8% | +28.8% | -8.0% | +0.3% |
| 3M | -8.1% | +21.1% | -29.2% | -20.8% |
| 6M | +11.8% | +52.5% | -40.7% | -20.1% |
| YTD | -19.5% | +8.9% | -28.4% | -26.6% |
| 1Y | -3.2% | +8.2% | -11.5% | -11.3% |
| 3Y | +37.1% | -5.2% | +42.3% | +38.5% |
| 5Y | -29.9% | +1.7% | -31.6% | -33.0% |
| 10Y | -53.3% | +185.4% | -238.6% | -76.9% |
| All | -27.6% | +351.9% | -379.5% | -72.5% |
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