-33.7%
NCLH vs RACE
+67.1%
-100.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.2% | +2.4% |
| 7D | +2.7% | +3.9% | -1.2% | 0.0% |
| 30D | +18.4% | +7.4% | +10.9% | +12.8% |
| 3M | -4.3% | +1.6% | -5.9% | -5.3% |
| 6M | +7.9% | +23.3% | -15.4% | -7.7% |
| YTD | -17.4% | +14.7% | -32.1% | -25.7% |
| 1Y | -3.4% | +2.5% | -5.9% | -6.2% |
| 3Y | +44.4% | +28.0% | +16.5% | -1.3% |
| 5Y | -33.7% | +69.8% | -103.5% | -71.3% |
| All | -33.7% | +67.1% | -100.8% | -71.3% |
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 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