-28.4%
NCLH vs RCAT
+68.2%
-96.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | +1.2% | +7.2% | -6.1% | +0.3% |
| 30D | +22.6% | -20.4% | +43.0% | +24.5% |
| 3M | +0.6% | -59.8% | +60.4% | +8.0% |
| 6M | +13.5% | -61.9% | +75.4% | +20.8% |
| YTD | -15.7% | -45.9% | +30.2% | -15.0% |
| 1Y | 0.0% | -50.5% | +50.5% | +1.1% |
| 3Y | +42.8% | +387.5% | -344.7% | +8.9% |
| 5Y | -28.4% | +70.9% | -99.4% | -38.2% |
| All | -28.4% | +68.2% | -96.7% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling