-42.7%
NCLH vs RBA
-30.1%
-12.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -6.5% | -3.3% | -3.3% | -5.1% |
| 30D | -22.1% | -9.8% | -12.3% | -18.5% |
| 3M | -18.7% | -23.5% | +4.8% | -8.9% |
| 6M | -28.4% | -21.5% | -6.9% | -21.4% |
| YTD | -34.7% | -21.2% | -13.6% | -30.3% |
| 1Y | -42.7% | -30.2% | -12.5% | -35.8% |
| All | -42.7% | -30.1% | -12.6% | -35.8% |
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