-35.9%
RBLX vs NCLH
-50.3%
+14.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.7% |
| 7D | +8.0% | -4.6% | +12.7% | +10.0% |
| 30D | +20.2% | -19.9% | +40.1% | +30.9% |
| 3M | +3.5% | -22.0% | +25.5% | +13.9% |
| 6M | -28.9% | -28.3% | -0.6% | -20.7% |
| YTD | -45.1% | -33.5% | -11.6% | -37.8% |
| 1Y | -66.2% | -41.5% | -24.8% | -60.2% |
| 3Y | +53.5% | -8.9% | +62.4% | +34.7% |
| 5Y | -48.4% | -40.5% | -8.0% | -53.3% |
| All | -35.9% | -50.3% | +14.4% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling