-1.0%
NCLH vs RMBS
-18.2%
+17.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.0% | +12.8% | +7.6% |
| 7D | +15.8% | -8.9% | +24.7% | +17.3% |
| 30D | +25.1% | -24.8% | +49.9% | +30.1% |
| 3M | -7.3% | -17.6% | +10.2% | -5.1% |
| 6M | +8.1% | -25.7% | +33.8% | +10.8% |
| YTD | -16.7% | -9.8% | -6.9% | -19.2% |
| 1Y | -1.0% | -17.4% | +16.4% | -4.2% |
| All | -1.0% | -18.2% | +17.2% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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