-1.0%
NCLH vs RRX
+30.0%
-31.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.6% | +10.4% | +7.7% |
| 7D | +15.8% | +7.6% | +8.2% | +13.1% |
| 30D | +25.1% | +7.5% | +17.6% | +22.0% |
| 3M | -7.3% | -21.0% | +13.7% | -2.2% |
| 6M | +8.1% | -18.1% | +26.2% | +10.9% |
| YTD | -16.7% | +24.3% | -40.9% | -28.4% |
| 1Y | -1.0% | +29.3% | -30.3% | -16.9% |
| All | -1.0% | +30.0% | -31.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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