-42.7%
NCLH vs RL
+9.4%
-52.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -6.5% | -2.2% | -4.4% | -5.2% |
| 30D | -22.1% | -15.3% | -6.7% | -13.5% |
| 3M | -18.7% | -10.3% | -8.4% | -14.2% |
| 6M | -28.4% | -2.2% | -26.2% | -29.7% |
| YTD | -34.7% | -4.3% | -30.4% | -35.0% |
| 1Y | -42.7% | +8.9% | -51.6% | -48.1% |
| All | -42.7% | +9.4% | -52.1% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling