-56.6%
NCLH vs RCAT
-99.8%
+43.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.9% | -0.5% |
| 7D | +0.2% | -5.9% | +6.2% | +0.3% |
| 30D | +20.8% | -19.7% | +40.4% | +21.1% |
| 3M | -8.1% | -62.9% | +54.7% | -6.9% |
| 6M | +11.8% | -59.6% | +71.4% | +13.0% |
| YTD | -19.5% | -52.1% | +32.5% | -19.2% |
| 1Y | -3.2% | -50.9% | +47.7% | -2.9% |
| 3Y | +37.1% | +333.8% | -296.7% | +32.5% |
| 5Y | -29.9% | +40.7% | -70.7% | -31.8% |
| All | -56.6% | -99.8% | +43.3% | -58.0% |
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