-37.9%
NCLH vs RIG
-87.7%
+49.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.8% |
| 7D | -0.3% | -2.7% | +2.4% | +0.4% |
| 30D | -20.1% | +9.5% | -29.6% | -22.2% |
| 3M | -17.0% | -6.6% | -10.4% | -16.7% |
| 6M | -23.2% | -2.9% | -20.4% | -24.9% |
| YTD | -31.0% | +39.5% | -70.5% | -39.7% |
| 1Y | -37.3% | +82.3% | -119.5% | -49.6% |
| 3Y | -5.6% | -29.6% | +24.0% | -7.7% |
| 5Y | -37.0% | +63.2% | -100.2% | -56.1% |
| 10Y | -55.3% | -45.0% | -10.3% | -76.1% |
| All | -37.9% | -87.7% | +49.8% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling