-4.6%
NCLH vs RBRK
+46.1%
-50.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -11.1% | +6.6% | -3.9% |
| 7D | -2.5% | -20.9% | +18.3% | -1.3% |
| 30D | +14.5% | -15.9% | +30.5% | +15.4% |
| 3M | -12.5% | +24.7% | -37.2% | -13.5% |
| 6M | +4.8% | +85.1% | -80.2% | +1.1% |
| YTD | -20.4% | +38.3% | -58.7% | -22.9% |
| 1Y | -4.6% | +46.2% | -50.7% | -8.6% |
| All | -4.6% | +46.1% | -50.7% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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