-58.7%
NCLH vs RBA
+195.3%
-253.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | -6.5% | -3.3% | -3.3% | -4.9% |
| 30D | -22.1% | -9.8% | -12.3% | -17.9% |
| 3M | -18.7% | -23.5% | +4.8% | -7.3% |
| 6M | -28.4% | -21.5% | -6.9% | -19.4% |
| YTD | -34.7% | -21.2% | -13.6% | -27.3% |
| 1Y | -42.7% | -30.2% | -12.5% | -32.0% |
| 3Y | -10.6% | +25.3% | -35.9% | -24.1% |
| 5Y | -40.7% | +35.1% | -75.9% | -53.7% |
| All | -58.7% | +195.3% | -253.9% | -81.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling