-1.0%
NCLH vs ROST
+54.7%
-55.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.1% | +0.7% | +3.1% |
| 7D | +15.8% | +7.8% | +8.0% | +11.0% |
| 30D | +25.1% | +8.6% | +16.5% | +19.2% |
| 3M | -7.3% | -1.9% | -5.4% | -6.5% |
| 6M | +8.1% | +9.1% | -1.0% | +2.0% |
| YTD | -16.7% | +37.2% | -53.9% | -31.5% |
| 1Y | -1.0% | +52.7% | -53.7% | -24.4% |
| All | -1.0% | +54.7% | -55.7% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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