-58.0%
NCLH vs RGEN
+415.7%
-473.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -4.8% | -1.4% | -3.4% | -4.4% |
| 30D | -21.7% | -0.3% | -21.4% | -21.7% |
| 3M | -22.2% | +23.9% | -46.1% | -27.4% |
| 6M | -27.5% | +38.5% | -66.1% | -34.6% |
| YTD | -33.6% | +0.8% | -34.4% | -34.7% |
| 1Y | -45.0% | +38.2% | -83.2% | -50.8% |
| 3Y | -11.0% | +1.3% | -12.3% | -16.7% |
| 5Y | -39.7% | -44.0% | +4.3% | -39.5% |
| All | -58.0% | +415.7% | -473.7% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling