-41.4%
NCLH vs RGEN
-44.2%
+2.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -4.8% | -1.4% | -3.4% | -4.3% |
| 30D | -21.7% | -0.3% | -21.4% | -21.8% |
| 3M | -22.2% | +23.9% | -46.1% | -28.9% |
| 6M | -27.5% | +38.5% | -66.1% | -36.7% |
| YTD | -33.6% | +0.8% | -34.4% | -35.1% |
| 1Y | -45.0% | +38.2% | -83.2% | -52.5% |
| 3Y | -11.0% | +1.3% | -12.3% | -18.8% |
| All | -41.4% | -44.2% | +2.8% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling