-28.4%
NCLH vs RBA
+47.4%
-75.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +1.2% | +0.6% | +0.6% | +0.9% |
| 30D | +22.6% | +9.0% | +13.6% | +17.8% |
| 3M | +0.6% | +7.2% | -6.5% | -2.8% |
| 6M | +13.5% | -7.8% | +21.3% | +16.6% |
| YTD | -15.7% | -6.4% | -9.3% | -14.5% |
| 1Y | 0.0% | -4.2% | +4.2% | +0.4% |
| 3Y | +42.8% | +64.1% | -21.3% | +12.6% |
| 5Y | -28.4% | +48.4% | -76.8% | -37.9% |
| All | -28.4% | +47.4% | -75.8% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling