-10.9%
NCLH vs RIO
+95.3%
-106.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -4.6% | +1.0% | -5.6% | -5.0% |
| 30D | -19.9% | +4.0% | -24.0% | -21.5% |
| 3M | -22.0% | +4.5% | -26.5% | -23.8% |
| 6M | -28.3% | +17.3% | -45.6% | -34.1% |
| YTD | -33.5% | +36.2% | -69.6% | -43.5% |
| 1Y | -41.5% | +76.1% | -117.6% | -56.0% |
| All | -10.9% | +95.3% | -106.2% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling