-12.5%
NCLH vs RJF
+69.1%
-81.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.1% |
| 7D | -6.5% | -4.2% | -2.4% | -3.6% |
| 30D | -22.1% | -3.6% | -18.5% | -20.0% |
| 3M | -18.7% | +15.6% | -34.3% | -27.0% |
| 6M | -28.4% | +17.6% | -46.0% | -36.8% |
| YTD | -34.7% | +9.2% | -43.9% | -40.0% |
| 1Y | -42.7% | +5.5% | -48.2% | -45.9% |
| All | -12.5% | +69.1% | -81.6% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling