-42.7%
NCLH vs RVTY
+43.1%
-85.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.5% | -0.9% |
| 7D | -6.5% | -7.4% | +0.9% | -3.6% |
| 30D | -22.1% | +4.5% | -26.6% | -23.6% |
| 3M | -18.7% | +19.5% | -38.2% | -25.2% |
| 6M | -28.4% | +34.1% | -62.5% | -37.7% |
| YTD | -34.7% | +25.3% | -60.0% | -42.7% |
| 1Y | -42.7% | +47.0% | -89.7% | -52.4% |
| All | -42.7% | +43.1% | -85.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling