-37.2%
NCLH vs RRC
-33.1%
-4.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | -6.5% | +1.3% | -7.8% | -6.8% |
| 30D | -23.3% | +10.1% | -33.4% | -25.0% |
| 3M | -18.6% | +4.0% | -22.6% | -19.7% |
| 6M | -26.2% | +1.6% | -27.8% | -27.4% |
| YTD | -30.2% | +19.7% | -50.0% | -34.2% |
| 1Y | -39.2% | +21.4% | -60.6% | -43.1% |
| 3Y | -5.1% | +29.7% | -34.7% | -13.6% |
| 5Y | -36.8% | +153.9% | -190.6% | -52.7% |
| 10Y | -56.3% | +10.8% | -67.1% | -74.4% |
| All | -37.2% | -33.1% | -4.1% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling