-10.9%
NCLH vs ROST
+93.3%
-104.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.3% |
| 7D | -4.6% | -2.2% | -2.4% | -3.1% |
| 30D | -19.9% | -11.4% | -8.5% | -13.2% |
| 3M | -22.0% | -1.6% | -20.3% | -21.5% |
| 6M | -28.3% | +6.8% | -35.1% | -32.1% |
| YTD | -33.5% | +25.8% | -59.3% | -43.9% |
| 1Y | -41.5% | +52.4% | -93.9% | -57.2% |
| All | -10.9% | +93.3% | -104.1% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling