-1.0%
NCLH vs RCAT
-59.1%
+58.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -10.3% | +17.1% | +7.5% |
| 7D | +15.8% | -18.5% | +34.3% | +17.5% |
| 30D | +25.1% | -37.0% | +62.0% | +29.0% |
| 3M | -7.3% | -54.9% | +47.5% | -2.5% |
| 6M | +8.1% | -63.6% | +71.8% | +14.6% |
| YTD | -16.7% | -49.6% | +32.9% | -18.3% |
| 1Y | -1.0% | -57.8% | +56.8% | -1.2% |
| All | -1.0% | -59.1% | +58.1% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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