-39.2%
NCLH vs ZYBT
-83.2%
+44.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | -6.5% | -6.9% | +0.4% | -6.5% |
| 30D | -23.3% | -31.8% | +8.5% | -23.3% |
| 3M | -18.6% | +94.0% | -112.6% | -18.8% |
| 6M | -26.2% | +99.0% | -125.3% | -26.7% |
| YTD | -30.2% | +40.0% | -70.2% | -30.3% |
| 1Y | -39.2% | -79.5% | +40.4% | -37.9% |
| All | -39.2% | -83.2% | +44.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling