-28.3%
NCLH vs RVMD
+109.9%
-138.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -4.6% | -0.7% | -3.9% | -4.6% |
| 30D | -19.9% | +0.3% | -20.3% | -20.0% |
| 3M | -22.0% | +38.9% | -60.8% | -24.8% |
| 6M | -28.3% | +108.1% | -136.4% | -32.0% |
| All | -28.3% | +109.9% | -138.2% | -32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling