-72.3%
NCLH vs RVMD
+622.3%
-694.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -3.0% | -1.8% | -4.0% |
| 30D | -21.7% | -0.7% | -20.9% | -21.7% |
| 3M | -22.2% | +36.5% | -58.8% | -29.6% |
| 6M | -27.5% | +104.6% | -132.1% | -43.5% |
| YTD | -33.6% | +155.8% | -189.4% | -52.6% |
| 1Y | -45.0% | +340.7% | -385.7% | -67.2% |
| 3Y | -11.0% | +519.9% | -531.0% | -56.1% |
| 5Y | -39.7% | +584.9% | -624.7% | -74.8% |
| All | -72.3% | +622.3% | -694.6% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling