-10.9%
NCLH vs RGEN
+2.1%
-13.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.8% |
| 7D | -4.6% | -4.6% | -0.1% | -3.1% |
| 30D | -19.9% | +1.2% | -21.1% | -20.4% |
| 3M | -22.0% | +26.8% | -48.8% | -28.7% |
| 6M | -28.3% | +29.1% | -57.4% | -35.2% |
| YTD | -33.5% | +0.7% | -34.2% | -35.0% |
| 1Y | -41.5% | +39.1% | -80.5% | -48.9% |
| All | -10.9% | +2.1% | -13.0% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling