-58.0%
NCLH vs RL
+311.3%
-369.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -4.8% | -3.4% | -1.4% | -2.2% |
| 30D | -21.7% | -14.4% | -7.2% | -11.9% |
| 3M | -22.2% | -13.6% | -8.7% | -14.3% |
| 6M | -27.5% | +0.6% | -28.1% | -29.3% |
| YTD | -33.6% | -3.6% | -30.0% | -33.1% |
| 1Y | -45.0% | +8.3% | -53.3% | -49.6% |
| 3Y | -11.0% | +204.8% | -215.8% | -65.3% |
| 5Y | -39.7% | +232.9% | -272.7% | -78.3% |
| All | -58.0% | +311.3% | -369.2% | -86.4% |
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