-37.9%
NCLH vs RMD
+497.4%
-535.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | 0.0% |
| 7D | -0.3% | -4.5% | +4.2% | +1.4% |
| 30D | -20.1% | +4.6% | -24.6% | -21.4% |
| 3M | -17.0% | +14.8% | -31.8% | -21.4% |
| 6M | -23.2% | -12.1% | -11.2% | -19.9% |
| YTD | -31.0% | -7.5% | -23.6% | -29.7% |
| 1Y | -37.3% | -20.1% | -17.2% | -32.5% |
| 3Y | -5.6% | +53.9% | -59.5% | -22.7% |
| 5Y | -37.0% | -22.2% | -14.8% | -35.0% |
| 10Y | -55.3% | +268.2% | -323.5% | -70.9% |
| All | -37.9% | +497.4% | -535.3% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling