-3.2%
NCLH vs RL
+15.3%
-18.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.2% |
| 7D | +0.2% | +2.6% | -2.4% | -1.5% |
| 30D | +20.8% | +2.9% | +17.8% | +18.9% |
| 3M | -8.1% | 0.0% | -8.1% | -8.0% |
| 6M | +11.8% | +17.1% | -5.3% | -2.2% |
| YTD | -19.5% | +10.1% | -29.7% | -26.3% |
| 1Y | -3.2% | +17.3% | -20.6% | -15.2% |
| All | -3.2% | +15.3% | -18.5% | -15.2% |
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