-26.6%
NCLH vs RPRX
+57.8%
-84.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | +1.0% |
| 7D | -0.3% | -2.8% | +2.5% | +0.8% |
| 30D | -20.1% | +7.2% | -27.2% | -22.5% |
| 3M | -17.0% | +10.9% | -27.9% | -20.9% |
| 6M | -23.2% | +34.6% | -57.8% | -32.5% |
| YTD | -31.0% | +59.0% | -90.0% | -43.4% |
| 1Y | -37.3% | +72.5% | -109.8% | -50.6% |
| 3Y | -5.6% | +124.1% | -129.7% | -34.8% |
| 5Y | -37.0% | +75.9% | -112.9% | -49.7% |
| All | -26.6% | +57.8% | -84.4% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling