-40.7%
NCLH vs RPRX
+72.5%
-113.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.2% | -0.4% |
| 7D | -6.5% | -8.0% | +1.5% | -2.7% |
| 30D | -22.1% | +2.1% | -24.2% | -23.1% |
| 3M | -18.7% | +8.2% | -26.9% | -22.5% |
| 6M | -28.4% | +28.9% | -57.3% | -37.7% |
| YTD | -34.7% | +54.1% | -88.9% | -48.4% |
| 1Y | -42.7% | +65.5% | -108.2% | -56.8% |
| 3Y | -10.6% | +117.3% | -127.9% | -43.9% |
| 5Y | -40.7% | +71.6% | -112.3% | -51.3% |
| All | -40.7% | +72.5% | -113.2% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling