-74.1%
NCLH vs RACE
+647.6%
-721.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.2% |
| 7D | -6.5% | -2.5% | -4.0% | -4.8% |
| 30D | -23.3% | +0.8% | -24.1% | -23.8% |
| 3M | -18.6% | +17.2% | -35.8% | -27.5% |
| 6M | -26.2% | +13.6% | -39.8% | -33.0% |
| YTD | -30.2% | +12.2% | -42.5% | -36.3% |
| 1Y | -39.2% | -16.3% | -22.9% | -33.3% |
| 3Y | -5.1% | +36.4% | -41.5% | -32.4% |
| 5Y | -36.8% | +95.0% | -131.7% | -65.2% |
| 10Y | -56.3% | +813.2% | -869.5% | -87.8% |
| All | -74.1% | +647.6% | -721.7% | -93.1% |
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 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