-40.5%
NCLH vs RCAT
+184.3%
-224.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -3.0% |
| 7D | -4.6% | -2.3% | -2.3% | -4.5% |
| 30D | -19.9% | -18.7% | -1.2% | -18.7% |
| 3M | -22.0% | -29.3% | +7.3% | -20.3% |
| 6M | -28.3% | -42.3% | +14.0% | -26.4% |
| YTD | -33.5% | +2.5% | -36.0% | -36.0% |
| 1Y | -41.5% | -5.7% | -35.8% | -44.0% |
| 3Y | -8.9% | +764.9% | -773.8% | -31.9% |
| 5Y | -40.5% | +182.3% | -222.7% | -53.6% |
| All | -40.5% | +184.3% | -224.7% | -53.6% |
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