-11.0%
NCLH vs RUN
-39.0%
+27.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -4.8% | -3.7% | -1.1% | -4.3% |
| 30D | -21.7% | -13.0% | -8.7% | -20.2% |
| 3M | -22.2% | -31.8% | +9.5% | -18.4% |
| 6M | -27.5% | -32.2% | +4.7% | -24.2% |
| YTD | -33.6% | -53.5% | +19.9% | -28.5% |
| 1Y | -45.0% | -46.5% | +1.5% | -42.3% |
| 3Y | -11.0% | -37.6% | +26.6% | -23.1% |
| All | -11.0% | -39.0% | +27.9% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling