-40.1%
NCLH vs RMD
+494.4%
-534.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -4.6% | -4.7% | +0.1% | -2.9% |
| 30D | -19.9% | +0.2% | -20.2% | -20.0% |
| 3M | -22.0% | +12.0% | -34.0% | -25.4% |
| 6M | -28.3% | -12.5% | -15.8% | -25.1% |
| YTD | -33.5% | -7.9% | -25.5% | -32.0% |
| 1Y | -41.5% | -20.4% | -21.1% | -36.9% |
| 3Y | -8.9% | +53.1% | -62.0% | -25.3% |
| 5Y | -40.5% | -22.1% | -18.3% | -38.6% |
| 10Y | -57.0% | +275.4% | -332.4% | -72.1% |
| All | -40.1% | +494.4% | -534.5% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded RMD 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling