-37.9%
NCLH vs ROST
+803.5%
-841.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.8% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -20.1% | -10.0% | -10.1% | -13.4% |
| 3M | -17.0% | +1.2% | -18.3% | -18.4% |
| 6M | -23.2% | +8.9% | -32.2% | -28.9% |
| YTD | -31.0% | +28.1% | -59.1% | -43.9% |
| 1Y | -37.3% | +53.0% | -90.2% | -55.8% |
| 3Y | -5.6% | +97.9% | -103.4% | -46.6% |
| 5Y | -37.0% | +112.0% | -149.0% | -67.2% |
| 10Y | -55.3% | +303.0% | -358.2% | -82.6% |
| All | -37.9% | +803.5% | -841.5% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling