-58.0%
NCLH vs ROST
+317.9%
-375.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | -0.3% |
| 7D | -4.8% | +0.2% | -5.0% | -5.0% |
| 30D | -21.7% | -6.9% | -14.8% | -16.8% |
| 3M | -22.2% | -3.3% | -18.9% | -20.7% |
| 6M | -27.5% | +9.0% | -36.6% | -33.5% |
| YTD | -33.6% | +28.9% | -62.5% | -47.5% |
| 1Y | -45.0% | +54.0% | -99.0% | -63.0% |
| 3Y | -11.0% | +100.7% | -111.8% | -53.7% |
| 5Y | -39.7% | +116.0% | -155.8% | -71.8% |
| All | -58.0% | +317.9% | -375.8% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling