-56.3%
NCLH vs RBA
+204.3%
-260.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.6% | -3.3% |
| 7D | +1.7% | -0.5% | +2.2% | +2.0% |
| 30D | +17.9% | +6.8% | +11.0% | +13.9% |
| 3M | -4.5% | +9.5% | -14.0% | -9.3% |
| 6M | +12.9% | -8.2% | +21.1% | +16.7% |
| YTD | -19.1% | -7.7% | -11.3% | -17.2% |
| 1Y | -4.6% | -6.9% | +2.3% | -2.8% |
| 3Y | +37.0% | +61.6% | -24.6% | +2.1% |
| 5Y | -29.5% | +44.7% | -74.2% | -46.6% |
| All | -56.3% | +204.3% | -260.6% | -81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling