-40.7%
NCLH vs RIO
+90.3%
-131.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | +0.1% |
| 7D | -6.5% | -3.4% | -3.2% | -5.0% |
| 30D | -22.1% | +0.6% | -22.7% | -22.5% |
| 3M | -18.7% | +2.5% | -21.2% | -20.3% |
| 6M | -28.4% | +10.8% | -39.2% | -32.6% |
| YTD | -34.7% | +30.5% | -65.2% | -43.7% |
| 1Y | -42.7% | +68.1% | -110.8% | -56.5% |
| 3Y | -10.6% | +94.0% | -104.6% | -38.3% |
| 5Y | -40.7% | +92.0% | -132.8% | -60.8% |
| All | -40.7% | +90.3% | -131.1% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling