-58.0%
NCLH vs RMD
+274.3%
-332.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -4.8% | -4.4% | -0.4% | -3.1% |
| 30D | -21.7% | -3.1% | -18.5% | -20.7% |
| 3M | -22.2% | +13.8% | -36.0% | -26.5% |
| 6M | -27.5% | -8.6% | -19.0% | -25.3% |
| YTD | -33.6% | -8.6% | -25.0% | -31.8% |
| 1Y | -45.0% | -19.7% | -25.3% | -40.6% |
| 3Y | -11.0% | +48.4% | -59.4% | -28.0% |
| 5Y | -39.7% | -22.7% | -17.0% | -37.5% |
| All | -58.0% | +274.3% | -332.3% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling