-37.2%
NCLH vs RL
+166.8%
-204.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -1.5% |
| 7D | -6.5% | -0.8% | -5.7% | -6.0% |
| 30D | -23.3% | -7.8% | -15.5% | -19.4% |
| 3M | -18.6% | -4.0% | -14.6% | -17.2% |
| 6M | -26.2% | -1.9% | -24.4% | -26.4% |
| YTD | -30.2% | -0.2% | -30.1% | -31.2% |
| 1Y | -39.2% | +10.7% | -49.8% | -44.2% |
| 3Y | -5.1% | +210.8% | -215.8% | -57.8% |
| 5Y | -36.8% | +238.2% | -275.0% | -73.3% |
| 10Y | -56.3% | +313.4% | -369.7% | -83.7% |
| All | -37.2% | +166.8% | -204.0% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling