-41.4%
NCLH vs RMBS
+265.4%
-306.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.0% |
| 7D | -4.8% | +1.8% | -6.6% | -5.5% |
| 30D | -21.7% | -13.9% | -7.8% | -17.5% |
| 3M | -22.2% | -39.8% | +17.6% | -8.5% |
| 6M | -27.5% | -6.0% | -21.5% | -32.7% |
| YTD | -33.6% | -5.4% | -28.2% | -40.7% |
| 1Y | -45.0% | -1.8% | -43.2% | -53.6% |
| 3Y | -11.0% | +53.7% | -64.7% | -48.8% |
| All | -41.4% | +265.4% | -306.8% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling