-39.2%
NCLH vs RNG
+144.7%
-183.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.5% |
| 7D | -6.5% | +5.8% | -12.3% | -7.3% |
| 30D | -23.3% | +19.6% | -42.9% | -25.4% |
| 3M | -18.6% | +67.0% | -85.6% | -24.6% |
| 6M | -26.2% | +88.4% | -114.6% | -33.6% |
| YTD | -30.2% | +155.5% | -185.7% | -41.1% |
| 1Y | -39.2% | +141.7% | -180.8% | -48.9% |
| All | -39.2% | +144.7% | -183.9% | -48.9% |
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