-1.0%
NCLH vs RJF
+7.8%
-8.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.3% | +2.4% | +4.6% |
| 7D | +15.8% | +7.2% | +8.7% | +12.3% |
| 30D | +25.1% | +4.9% | +20.2% | +22.3% |
| 3M | -7.3% | -5.5% | -1.8% | -5.3% |
| 6M | +8.1% | +8.0% | +0.2% | +5.6% |
| YTD | -16.7% | +6.2% | -22.8% | -21.7% |
| 1Y | -1.0% | +7.8% | -8.8% | -8.8% |
| All | -1.0% | +7.8% | -8.8% | -8.8% |
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