-40.2%
NCLH vs RSG
+850.4%
-890.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.2% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -21.7% | +4.0% | -25.6% | -23.8% |
| 3M | -22.2% | +7.4% | -29.6% | -26.4% |
| 6M | -27.5% | +0.1% | -27.6% | -28.8% |
| YTD | -33.6% | +6.0% | -39.6% | -38.1% |
| 1Y | -45.0% | -3.0% | -42.0% | -45.2% |
| 3Y | -11.0% | +56.5% | -67.5% | -42.1% |
| 5Y | -39.7% | +90.9% | -130.7% | -68.2% |
| 10Y | -57.0% | +428.7% | -485.8% | -88.6% |
| All | -40.2% | +850.4% | -890.6% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling