-40.5%
NCLH vs RBA
+39.8%
-80.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | -4.6% | -1.9% | -2.7% | -3.8% |
| 30D | -19.9% | -13.0% | -7.0% | -14.9% |
| 3M | -22.0% | -23.1% | +1.1% | -12.6% |
| 6M | -28.3% | -22.6% | -5.7% | -20.0% |
| YTD | -33.5% | -20.4% | -13.1% | -27.2% |
| 1Y | -41.5% | -29.6% | -11.9% | -32.3% |
| 3Y | -8.9% | +26.6% | -35.4% | -19.6% |
| 5Y | -40.5% | +38.2% | -78.6% | -48.1% |
| All | -40.5% | +39.8% | -80.2% | -48.1% |
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