-40.2%
NCLH vs RRX
+169.8%
-210.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | -0.6% |
| 7D | -4.8% | -0.3% | -4.5% | -4.6% |
| 30D | -21.7% | -6.1% | -15.5% | -18.7% |
| 3M | -22.2% | -23.1% | +0.8% | -12.3% |
| 6M | -27.5% | -19.5% | -8.0% | -22.0% |
| YTD | -33.6% | +16.1% | -49.7% | -45.3% |
| 1Y | -45.0% | +12.9% | -57.9% | -54.6% |
| 3Y | -11.0% | +7.9% | -19.0% | -29.4% |
| 5Y | -39.7% | +19.1% | -58.8% | -56.4% |
| 10Y | -57.0% | +225.8% | -282.9% | -82.7% |
| All | -40.2% | +169.8% | -210.0% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling