-40.7%
NCLH vs ROST
+107.5%
-148.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -6.5% | -2.5% | -4.1% | -4.8% |
| 30D | -22.1% | -10.3% | -11.8% | -15.7% |
| 3M | -18.7% | -2.6% | -16.1% | -17.6% |
| 6M | -28.4% | +6.5% | -34.9% | -32.3% |
| YTD | -34.7% | +25.9% | -60.6% | -45.8% |
| 1Y | -42.7% | +52.3% | -95.0% | -59.0% |
| 3Y | -10.6% | +94.6% | -105.2% | -48.0% |
| 5Y | -40.7% | +111.1% | -151.9% | -68.9% |
| All | -40.7% | +107.5% | -148.3% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling