-29.6%
NCLH vs RRC
+134.0%
-163.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +0.2% | +6.4% | -6.2% | -1.0% |
| 30D | +20.8% | +23.9% | -3.1% | +14.9% |
| 3M | -8.1% | +30.2% | -38.3% | -13.7% |
| 6M | +11.8% | +26.3% | -14.4% | +5.1% |
| YTD | -19.5% | +48.1% | -67.6% | -28.4% |
| 1Y | -3.2% | +37.7% | -40.9% | -12.4% |
| 3Y | +37.1% | +60.3% | -23.2% | +17.2% |
| All | -29.6% | +134.0% | -163.6% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling