-74.8%
NCLH vs RUN
-29.4%
-45.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -2.0% |
| 7D | -0.3% | +10.2% | -10.4% | -2.5% |
| 30D | -20.1% | -9.6% | -10.4% | -18.3% |
| 3M | -17.0% | -31.5% | +14.5% | -10.3% |
| 6M | -23.2% | -18.7% | -4.5% | -20.9% |
| YTD | -31.0% | -49.9% | +18.8% | -23.1% |
| 1Y | -37.3% | -45.5% | +8.2% | -32.8% |
| 3Y | -5.6% | -34.1% | +28.5% | -27.2% |
| 5Y | -37.0% | -79.4% | +42.5% | -39.6% |
| 10Y | -55.3% | +48.9% | -104.2% | -75.2% |
| All | -74.8% | -29.4% | -45.4% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling