-38.3%
NCLH vs RL
+244.9%
-283.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.3% |
| 7D | -0.3% | +1.9% | -2.1% | -1.7% |
| 30D | -20.1% | -12.2% | -7.8% | -12.1% |
| 3M | -17.0% | -6.6% | -10.4% | -13.8% |
| 6M | -23.2% | +3.2% | -26.4% | -26.6% |
| YTD | -31.0% | -1.3% | -29.8% | -31.9% |
| 1Y | -37.3% | +13.6% | -50.8% | -44.6% |
| 3Y | -5.6% | +210.9% | -216.5% | -65.3% |
| All | -38.3% | +244.9% | -283.2% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling