-45.0%
NCLH vs RIO
+69.4%
-114.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -4.8% | -3.2% | -1.6% | -3.5% |
| 30D | -21.7% | +0.9% | -22.6% | -22.1% |
| 3M | -22.2% | -1.4% | -20.8% | -21.4% |
| 6M | -27.5% | +10.9% | -38.5% | -32.3% |
| YTD | -33.6% | +31.2% | -64.8% | -44.4% |
| 1Y | -45.0% | +67.9% | -112.9% | -58.3% |
| All | -45.0% | +69.4% | -114.4% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling