-58.0%
NCLH vs RMBS
+566.4%
-624.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +0.9% |
| 7D | -4.8% | +1.8% | -6.6% | -5.6% |
| 30D | -21.7% | -13.9% | -7.8% | -16.6% |
| 3M | -22.2% | -39.8% | +17.6% | -5.9% |
| 6M | -27.5% | -6.0% | -21.5% | -33.6% |
| YTD | -33.6% | -5.4% | -28.2% | -41.9% |
| 1Y | -45.0% | -1.8% | -43.2% | -55.0% |
| 3Y | -11.0% | +53.7% | -64.7% | -52.1% |
| 5Y | -39.7% | +268.5% | -308.2% | -83.3% |
| All | -58.0% | +566.4% | -624.4% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling