-69.3%
NCLH vs RACE
+658.1%
-727.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +1.0% |
| 7D | +6.3% | +0.2% | +6.0% | +6.2% |
| 30D | +18.9% | +6.6% | +12.3% | +14.0% |
| 3M | -0.2% | +2.2% | -2.4% | -1.7% |
| 6M | +8.4% | +22.4% | -14.0% | -6.6% |
| YTD | -17.1% | +13.8% | -30.9% | -24.8% |
| 1Y | -2.8% | +2.2% | -5.0% | -5.3% |
| 3Y | +40.4% | +25.6% | +14.8% | +7.4% |
| 5Y | -30.8% | +71.0% | -101.7% | -58.2% |
| 10Y | -51.3% | +739.1% | -790.3% | -86.0% |
| All | -69.3% | +658.1% | -727.4% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling