-37.9%
NCLH vs RGEN
+2,356.7%
-2,394.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -20.1% | +2.8% | -22.9% | -20.7% |
| 3M | -17.0% | +34.5% | -51.5% | -23.4% |
| 6M | -23.2% | +40.5% | -63.7% | -30.1% |
| YTD | -31.0% | +2.8% | -33.9% | -32.4% |
| 1Y | -37.3% | +39.6% | -76.9% | -43.2% |
| 3Y | -5.6% | +4.4% | -10.0% | -11.3% |
| 5Y | -37.0% | -42.8% | +5.8% | -36.0% |
| 10Y | -55.3% | +406.7% | -462.0% | -70.7% |
| All | -37.9% | +2,356.7% | -2,394.6% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling