-58.0%
NCLH vs RCAT
-98.5%
+40.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.7% |
| 7D | -4.8% | -4.9% | +0.1% | -4.7% |
| 30D | -21.7% | -22.9% | +1.2% | -21.4% |
| 3M | -22.2% | -33.7% | +11.5% | -21.9% |
| 6M | -27.5% | -50.7% | +23.2% | -27.0% |
| YTD | -33.6% | +0.4% | -34.0% | -34.0% |
| 1Y | -45.0% | -27.6% | -17.4% | -45.1% |
| 3Y | -11.0% | +753.2% | -764.2% | -15.0% |
| 5Y | -39.7% | +183.3% | -223.0% | -42.1% |
| All | -58.0% | -98.5% | +40.6% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling