-39.2%
NCLH vs RUN
-46.2%
+7.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -6.5% | +1.3% | -7.7% | -6.7% |
| 30D | -23.3% | -15.3% | -8.0% | -21.4% |
| 3M | -18.6% | -40.0% | +21.4% | -12.6% |
| 6M | -26.2% | -27.0% | +0.7% | -23.0% |
| YTD | -30.2% | -51.7% | +21.4% | -25.9% |
| 1Y | -39.2% | -45.9% | +6.7% | -35.6% |
| All | -39.2% | -46.2% | +7.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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