-57.0%
NCLH vs RACE
+783.2%
-840.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.9% |
| 7D | -4.6% | -2.6% | -2.0% | -2.8% |
| 30D | -19.9% | -1.1% | -18.9% | -19.4% |
| 3M | -22.0% | +12.5% | -34.5% | -29.0% |
| 6M | -28.3% | +17.4% | -45.7% | -36.9% |
| YTD | -33.5% | +10.1% | -43.6% | -38.8% |
| 1Y | -41.5% | -15.1% | -26.3% | -36.2% |
| 3Y | -8.9% | +38.9% | -47.8% | -38.8% |
| 5Y | -40.5% | +90.7% | -131.1% | -69.2% |
| 10Y | -57.0% | +801.8% | -858.8% | -87.3% |
| All | -57.0% | +783.2% | -840.1% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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