-5.6%
NCLH vs RACE
+40.8%
-46.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | -6.5% | -2.5% | -4.0% | -5.5% |
| 30D | -23.3% | +0.8% | -24.1% | -23.6% |
| 3M | -18.6% | +17.2% | -35.8% | -24.2% |
| 6M | -26.2% | +13.6% | -39.8% | -30.7% |
| YTD | -30.2% | +12.2% | -42.5% | -34.2% |
| 1Y | -39.2% | -16.3% | -22.9% | -37.0% |
| All | -5.6% | +40.8% | -46.4% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling