-40.1%
NCLH vs RJF
+660.4%
-700.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.0% |
| 7D | -4.6% | -0.3% | -4.4% | -4.5% |
| 30D | -19.9% | -2.0% | -17.9% | -18.6% |
| 3M | -22.0% | +16.3% | -38.3% | -31.6% |
| 6M | -28.3% | +16.9% | -45.2% | -37.6% |
| YTD | -33.5% | +10.4% | -43.9% | -40.1% |
| 1Y | -41.5% | +7.4% | -48.9% | -46.1% |
| 3Y | -8.9% | +72.2% | -81.1% | -44.4% |
| 5Y | -40.5% | +105.1% | -145.6% | -68.1% |
| 10Y | -57.0% | +430.9% | -487.9% | -86.8% |
| All | -40.1% | +660.4% | -700.5% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling