-58.0%
NCLH vs RRC
+4.6%
-62.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.2% |
| 7D | -4.8% | -2.0% | -2.8% | -4.3% |
| 30D | -21.7% | +2.4% | -24.1% | -22.2% |
| 3M | -22.2% | +8.6% | -30.8% | -24.3% |
| 6M | -27.5% | -1.4% | -26.1% | -28.3% |
| YTD | -33.6% | +17.3% | -50.9% | -37.7% |
| 1Y | -45.0% | +18.1% | -63.1% | -48.8% |
| 3Y | -11.0% | +32.8% | -43.8% | -21.0% |
| 5Y | -39.7% | +147.6% | -187.3% | -57.4% |
| All | -58.0% | +4.6% | -62.6% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling