-27.6%
NCLH vs RIG
-88.2%
+60.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.6% |
| 7D | +0.2% | +5.7% | -5.5% | -1.2% |
| 30D | +20.8% | -0.7% | +21.5% | +20.1% |
| 3M | -8.1% | -3.1% | -5.0% | -8.8% |
| 6M | +11.8% | -16.3% | +28.1% | +13.3% |
| YTD | -19.5% | +34.1% | -53.7% | -29.8% |
| 1Y | -3.2% | +38.2% | -41.4% | -16.5% |
| 3Y | +37.1% | -15.3% | +52.4% | +26.1% |
| 5Y | -29.9% | +62.5% | -92.4% | -51.4% |
| 10Y | -53.3% | -46.6% | -6.7% | -75.0% |
| All | -27.6% | -88.2% | +60.7% | -56.7% |
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 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