-41.4%
NCLH vs RNG
-68.4%
+26.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.8% | -6.1% | +1.3% | -2.7% |
| 30D | -21.7% | +9.6% | -31.3% | -24.4% |
| 3M | -22.2% | +83.3% | -105.6% | -38.3% |
| 6M | -27.5% | +77.9% | -105.5% | -43.5% |
| YTD | -33.6% | +139.9% | -173.5% | -55.8% |
| 1Y | -45.0% | +121.7% | -166.6% | -62.3% |
| 3Y | -11.0% | +121.9% | -132.9% | -43.3% |
| All | -41.4% | -68.4% | +26.9% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling