-72.7%
NCLH vs RVMD
+620.8%
-693.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.3% |
| 7D | -6.5% | -3.6% | -3.0% | -5.6% |
| 30D | -22.1% | -1.1% | -21.0% | -22.1% |
| 3M | -18.7% | +41.0% | -59.7% | -27.1% |
| 6M | -28.4% | +105.7% | -134.1% | -44.3% |
| YTD | -34.7% | +155.3% | -190.0% | -53.4% |
| 1Y | -42.7% | +402.7% | -445.4% | -67.2% |
| 3Y | -10.6% | +533.1% | -543.7% | -56.2% |
| 5Y | -40.7% | +583.5% | -624.3% | -75.2% |
| All | -72.7% | +620.8% | -693.6% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling