-39.2%
NCLH vs RSG
-3.6%
-35.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | -0.5% |
| 7D | -6.5% | +0.3% | -6.8% | -6.4% |
| 30D | -23.3% | +7.6% | -30.9% | -21.4% |
| 3M | -18.6% | +7.4% | -26.0% | -16.2% |
| 6M | -26.2% | -3.3% | -23.0% | -25.6% |
| YTD | -30.2% | +6.0% | -36.2% | -30.1% |
| 1Y | -39.2% | -3.7% | -35.5% | -33.4% |
| All | -39.2% | -3.6% | -35.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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