-39.2%
NCLH vs RBA
-26.5%
-12.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -6.5% | -2.9% | -3.6% | -5.2% |
| 30D | -23.3% | -12.3% | -11.0% | -18.6% |
| 3M | -18.6% | -20.5% | +1.9% | -10.3% |
| 6M | -26.2% | -18.5% | -7.7% | -20.3% |
| YTD | -30.2% | -18.2% | -12.0% | -26.7% |
| 1Y | -39.2% | -27.5% | -11.7% | -33.0% |
| All | -39.2% | -26.5% | -12.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling