-45.0%
NCLH vs ROST
+55.6%
-100.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.4% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | -21.7% | -6.9% | -14.8% | -18.5% |
| 3M | -22.2% | -3.3% | -18.9% | -20.6% |
| 6M | -27.5% | +9.0% | -36.6% | -31.8% |
| YTD | -33.6% | +28.9% | -62.5% | -42.6% |
| 1Y | -45.0% | +54.0% | -99.0% | -57.0% |
| All | -45.0% | +55.6% | -100.6% | -57.0% |
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