-56.3%
NCLH vs RL
+342.1%
-398.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.4% |
| 7D | +1.7% | +2.4% | -0.7% | -0.2% |
| 30D | +17.9% | +4.6% | +13.3% | +14.0% |
| 3M | -4.5% | -1.1% | -3.4% | -3.9% |
| 6M | +12.9% | +16.5% | -3.7% | -1.9% |
| YTD | -19.1% | +11.4% | -30.5% | -27.1% |
| 1Y | -4.6% | +16.1% | -20.7% | -16.9% |
| 3Y | +37.0% | +252.6% | -215.6% | -52.4% |
| 5Y | -29.5% | +244.9% | -274.4% | -75.2% |
| All | -56.3% | +342.1% | -398.5% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling