-37.2%
NCLH vs RCAT
-99.9%
+62.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | -6.5% | -1.4% | -5.1% | -6.5% |
| 30D | -23.3% | -3.3% | -20.0% | -23.3% |
| 3M | -18.6% | -43.2% | +24.6% | -18.2% |
| 6M | -26.2% | -43.2% | +16.9% | -26.0% |
| YTD | -30.2% | +5.5% | -35.8% | -30.6% |
| 1Y | -39.2% | -1.6% | -37.5% | -39.5% |
| 3Y | -5.1% | +773.7% | -778.8% | -8.2% |
| 5Y | -36.8% | +187.6% | -224.4% | -38.6% |
| 10Y | -56.3% | -98.5% | +42.2% | -58.5% |
| All | -37.2% | -99.9% | +62.7% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling