-34.5%
RBLX vs NCLH
-50.4%
+15.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.7% |
| 7D | +5.1% | -4.8% | +9.9% | +7.1% |
| 30D | +28.0% | -21.7% | +49.7% | +40.7% |
| 3M | +4.6% | -22.2% | +26.9% | +15.3% |
| 6M | -24.7% | -27.5% | +2.9% | -16.3% |
| YTD | -43.8% | -33.6% | -10.2% | -36.4% |
| 1Y | -65.8% | -45.0% | -20.8% | -58.6% |
| 3Y | +59.4% | -11.0% | +70.4% | +41.6% |
| 5Y | -48.2% | -39.7% | -8.5% | -53.3% |
| All | -34.5% | -50.4% | +15.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 10y: compounded portfolio wealth divided by compounded NCLH 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…
10y analysis · Full analysis span regression · 6 months rolling