-43.9%
NCLH vs RDW
-0.7%
-43.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.1% |
| 7D | -4.8% | +0.9% | -5.7% | -5.0% |
| 30D | -21.7% | -21.3% | -0.4% | -18.5% |
| 3M | -22.2% | -37.9% | +15.6% | -17.1% |
| 6M | -27.5% | +12.3% | -39.8% | -33.2% |
| YTD | -33.6% | +39.7% | -73.3% | -43.6% |
| 1Y | -45.0% | +25.7% | -70.7% | -53.3% |
| 3Y | -11.0% | +230.8% | -241.9% | -49.3% |
| 5Y | -39.7% | -8.8% | -31.0% | -62.7% |
| All | -43.9% | -0.7% | -43.2% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling