-52.1%
NCLH vs RNG
+305.9%
-358.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -4.6% | -4.1% | -0.6% | -3.7% |
| 30D | -19.9% | +8.6% | -28.6% | -21.7% |
| 3M | -22.0% | +78.0% | -99.9% | -32.9% |
| 6M | -28.3% | +67.0% | -95.3% | -38.5% |
| YTD | -33.5% | +142.4% | -175.9% | -49.2% |
| 1Y | -41.5% | +120.4% | -161.9% | -54.3% |
| 3Y | -8.9% | +122.1% | -131.0% | -31.4% |
| 5Y | -40.5% | -69.8% | +29.4% | -40.6% |
| 10Y | -57.0% | +223.4% | -280.3% | -73.9% |
| All | -52.1% | +305.9% | -358.0% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling