-1.0%
NCLH vs RPRX
+85.8%
-86.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.0% | +6.3% |
| 7D | +15.8% | +4.2% | +11.6% | +14.7% |
| 30D | +25.1% | +19.2% | +5.8% | +20.4% |
| 3M | -7.3% | +18.0% | -25.3% | -10.8% |
| 6M | +8.1% | +35.7% | -27.6% | -1.7% |
| YTD | -16.7% | +77.2% | -93.9% | -28.0% |
| 1Y | -1.0% | +82.0% | -83.0% | -13.7% |
| All | -1.0% | +85.8% | -86.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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