-39.2%
NCLH vs RJF
+7.8%
-47.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.6% |
| 7D | -6.5% | -0.6% | -5.9% | -6.2% |
| 30D | -23.3% | -1.3% | -22.0% | -22.8% |
| 3M | -18.6% | +18.9% | -37.5% | -24.6% |
| 6M | -26.2% | +15.0% | -41.3% | -31.3% |
| YTD | -30.2% | +12.2% | -42.5% | -36.1% |
| 1Y | -39.2% | +5.6% | -44.8% | -42.8% |
| All | -39.2% | +7.8% | -47.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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