-45.0%
NCLH vs RUN
-47.1%
+2.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -4.8% | -3.7% | -1.1% | -4.2% |
| 30D | -21.7% | -13.0% | -8.7% | -19.9% |
| 3M | -22.2% | -31.8% | +9.5% | -17.7% |
| 6M | -27.5% | -32.2% | +4.7% | -23.5% |
| YTD | -33.6% | -53.5% | +19.9% | -29.1% |
| 1Y | -45.0% | -46.5% | +1.5% | -41.5% |
| All | -45.0% | -47.1% | +2.1% | -41.5% |
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