-40.1%
NCLH vs ZBRA
+735.3%
-775.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.4% |
| 7D | -4.6% | -1.8% | -2.8% | -3.7% |
| 30D | -19.9% | -8.8% | -11.2% | -16.0% |
| 3M | -22.0% | +47.2% | -69.2% | -38.2% |
| 6M | -28.3% | +61.3% | -89.6% | -46.6% |
| YTD | -33.5% | +42.0% | -75.5% | -47.3% |
| 1Y | -41.5% | +10.5% | -51.9% | -47.2% |
| 3Y | -8.9% | +34.5% | -43.4% | -26.6% |
| 5Y | -40.5% | -40.3% | -0.2% | -30.6% |
| 10Y | -57.0% | +421.5% | -478.5% | -75.2% |
| All | -40.1% | +735.3% | -775.4% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling