-41.4%
NCLH vs RIG
+59.7%
-101.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.1% |
| 7D | -4.8% | -3.1% | -1.7% | -4.2% |
| 30D | -21.7% | -0.5% | -21.1% | -21.7% |
| 3M | -22.2% | -6.0% | -16.3% | -21.9% |
| 6M | -27.5% | -10.1% | -17.4% | -27.6% |
| YTD | -33.6% | +37.3% | -70.9% | -40.8% |
| 1Y | -45.0% | +73.9% | -118.9% | -54.3% |
| 3Y | -11.0% | -30.2% | +19.1% | -13.0% |
| All | -41.4% | +59.7% | -101.1% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling