-37.0%
NCLH vs RACE
+92.4%
-129.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.5% |
| 7D | -0.3% | -1.0% | +0.8% | +0.4% |
| 30D | -20.1% | -1.5% | -18.5% | -19.3% |
| 3M | -17.0% | +15.5% | -32.5% | -25.4% |
| 6M | -23.2% | +17.3% | -40.5% | -31.9% |
| YTD | -31.0% | +11.1% | -42.2% | -36.7% |
| 1Y | -37.3% | -14.3% | -23.0% | -32.3% |
| 3Y | -5.6% | +40.2% | -45.7% | -42.3% |
| 5Y | -37.0% | +92.6% | -129.5% | -71.1% |
| All | -37.0% | +92.4% | -129.4% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling