-1.0%
NCLH vs RRC
+44.7%
-45.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.5% | +10.3% | +5.5% |
| 7D | +15.8% | -6.8% | +22.6% | +13.3% |
| 30D | +25.1% | +34.7% | -9.6% | +41.4% |
| 3M | -7.3% | +31.5% | -38.8% | +4.2% |
| 6M | +8.1% | +21.8% | -13.6% | +18.1% |
| YTD | -16.7% | +48.9% | -65.5% | -2.4% |
| 1Y | -1.0% | +42.1% | -43.1% | +14.7% |
| All | -1.0% | +44.7% | -45.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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