-37.9%
NCLH vs RIO
+368.9%
-406.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -0.3% | +1.9% | -2.2% | -1.2% |
| 30D | -20.1% | +5.0% | -25.0% | -22.2% |
| 3M | -17.0% | +5.1% | -22.2% | -19.8% |
| 6M | -23.2% | +17.6% | -40.9% | -30.1% |
| YTD | -31.0% | +36.3% | -67.3% | -42.2% |
| 1Y | -37.3% | +71.2% | -108.4% | -53.4% |
| 3Y | -5.6% | +102.7% | -108.3% | -37.0% |
| 5Y | -37.0% | +99.6% | -136.6% | -58.8% |
| 10Y | -55.3% | +603.1% | -658.4% | -80.8% |
| All | -37.9% | +368.9% | -406.8% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling