-28.3%
NCLH vs RJF
+18.0%
-46.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -4.6% | -0.3% | -4.4% | -4.5% |
| 30D | -19.9% | -2.0% | -17.9% | -19.0% |
| 3M | -22.0% | +16.3% | -38.3% | -26.7% |
| 6M | -28.3% | +16.9% | -45.2% | -34.5% |
| All | -28.3% | +18.0% | -46.3% | -34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling