-41.2%
NCLH vs RJF
+652.0%
-693.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.0% |
| 7D | -6.5% | -4.2% | -2.4% | -3.2% |
| 30D | -22.1% | -3.6% | -18.5% | -19.7% |
| 3M | -18.7% | +15.6% | -34.3% | -28.4% |
| 6M | -28.4% | +17.6% | -46.0% | -38.0% |
| YTD | -34.7% | +9.2% | -43.9% | -40.7% |
| 1Y | -42.7% | +5.5% | -48.2% | -46.4% |
| 3Y | -10.6% | +70.3% | -80.9% | -44.9% |
| 5Y | -40.7% | +106.0% | -146.8% | -68.3% |
| 10Y | -57.8% | +425.1% | -482.8% | -87.0% |
| All | -41.2% | +652.0% | -693.2% | -82.7% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling