-11.0%
NCLH vs ZBRA
+35.9%
-47.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.7% |
| 7D | -4.8% | -3.4% | -1.4% | -3.0% |
| 30D | -21.7% | -7.4% | -14.3% | -18.4% |
| 3M | -22.2% | +57.5% | -79.8% | -42.2% |
| 6M | -27.5% | +64.0% | -91.5% | -48.5% |
| YTD | -33.6% | +44.3% | -77.9% | -49.3% |
| 1Y | -45.0% | +10.9% | -55.9% | -50.2% |
| 3Y | -11.0% | +37.5% | -48.6% | -31.2% |
| All | -11.0% | +35.9% | -47.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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