-4.6%
NCLH vs RDW
-11.3%
+6.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -19.8% | +15.3% | -2.5% |
| 7D | -2.5% | -32.4% | +29.9% | +1.1% |
| 30D | +14.5% | -41.7% | +56.2% | +20.5% |
| 3M | -12.5% | -42.3% | +29.7% | -8.2% |
| 6M | +4.8% | -28.8% | +33.6% | +5.8% |
| YTD | -20.4% | -18.6% | -1.9% | -24.6% |
| 1Y | -4.6% | -15.2% | +10.6% | -10.5% |
| All | -4.6% | -11.3% | +6.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling