-40.1%
NCLH vs RMBS
+1,572.7%
-1,612.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.8% |
| 7D | -4.6% | +3.5% | -8.1% | -5.9% |
| 30D | -19.9% | -8.6% | -11.4% | -17.4% |
| 3M | -22.0% | -40.3% | +18.3% | -7.4% |
| 6M | -28.3% | -1.0% | -27.3% | -34.4% |
| YTD | -33.5% | -4.6% | -28.9% | -40.1% |
| 1Y | -41.5% | +17.6% | -59.0% | -53.9% |
| 3Y | -8.9% | +58.6% | -67.5% | -43.8% |
| 5Y | -40.5% | +270.9% | -311.4% | -75.8% |
| 10Y | -57.0% | +569.1% | -626.0% | -86.6% |
| All | -40.1% | +1,572.7% | -1,612.8% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling