-1.0%
NCLH vs RNG
+179.4%
-180.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.8% |
| 7D | +15.8% | -9.6% | +25.4% | +17.1% |
| 30D | +25.1% | -1.4% | +26.5% | +25.0% |
| 3M | -7.3% | +28.8% | -36.1% | -10.6% |
| 6M | +8.1% | +65.6% | -57.4% | +1.2% |
| YTD | -16.7% | +171.4% | -188.1% | -26.6% |
| 1Y | -1.0% | +185.3% | -186.3% | -17.6% |
| All | -1.0% | +179.4% | -180.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling