-10.9%
NCLH vs RRC
+31.0%
-41.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.5% |
| 7D | -4.6% | -1.7% | -2.9% | -4.4% |
| 30D | -19.9% | +3.6% | -23.5% | -20.4% |
| 3M | -22.0% | +8.8% | -30.8% | -23.2% |
| 6M | -28.3% | +0.8% | -29.1% | -29.0% |
| YTD | -33.5% | +19.0% | -52.4% | -37.5% |
| 1Y | -41.5% | +22.9% | -64.4% | -46.2% |
| All | -10.9% | +31.0% | -41.9% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling