-5.6%
NCLH vs RBA
+29.1%
-34.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.3% |
| 7D | -0.3% | -1.1% | +0.8% | +0.2% |
| 30D | -20.1% | -13.2% | -6.8% | -15.0% |
| 3M | -17.0% | -21.4% | +4.3% | -8.3% |
| 6M | -23.2% | -20.9% | -2.4% | -15.5% |
| YTD | -31.0% | -19.9% | -11.2% | -25.1% |
| 1Y | -37.3% | -28.7% | -8.6% | -28.4% |
| 3Y | -5.6% | +27.4% | -33.0% | -11.0% |
| All | -5.6% | +29.1% | -34.6% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling