-58.0%
NCLH vs RIG
-41.2%
-16.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | -4.8% | -3.1% | -1.7% | -4.0% |
| 30D | -21.7% | -0.5% | -21.1% | -21.8% |
| 3M | -22.2% | -6.0% | -16.3% | -22.0% |
| 6M | -27.5% | -10.1% | -17.4% | -27.7% |
| YTD | -33.6% | +37.3% | -70.9% | -42.6% |
| 1Y | -45.0% | +73.9% | -118.9% | -56.5% |
| 3Y | -11.0% | -30.2% | +19.1% | -13.2% |
| 5Y | -39.7% | +62.5% | -102.2% | -60.6% |
| All | -58.0% | -41.2% | -16.8% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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