-41.9%
NCLH vs ZYBT
-58.9%
+17.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.7% |
| 7D | -4.8% | -3.7% | -1.1% | -4.8% |
| 30D | -21.7% | 0.0% | -21.7% | -21.7% |
| 3M | -22.2% | +72.2% | -94.5% | -22.9% |
| 6M | -27.5% | +103.1% | -130.7% | -29.2% |
| YTD | -33.6% | +34.8% | -68.4% | -34.3% |
| 1Y | -45.0% | -83.2% | +38.2% | -41.9% |
| All | -41.9% | -58.9% | +17.0% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling