-45.0%
NCLH vs RBRK
+5.6%
-50.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +1.9% |
| 7D | -4.8% | -7.5% | +2.7% | -4.3% |
| 30D | -21.7% | -10.4% | -11.2% | -21.2% |
| 3M | -22.2% | +21.3% | -43.5% | -23.8% |
| 6M | -27.5% | +50.6% | -78.2% | -31.0% |
| YTD | -33.6% | +13.3% | -46.9% | -35.0% |
| 1Y | -45.0% | +11.2% | -56.2% | -46.5% |
| All | -45.0% | +5.6% | -50.6% | -46.5% |
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