-40.5%
NCLH vs RVTY
-34.2%
-6.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.2% |
| 7D | -4.6% | -5.4% | +0.8% | -1.9% |
| 30D | -19.9% | +6.7% | -26.7% | -22.8% |
| 3M | -22.0% | +19.0% | -41.0% | -29.1% |
| 6M | -28.3% | +34.6% | -62.9% | -39.2% |
| YTD | -33.5% | +28.3% | -61.7% | -42.7% |
| 1Y | -41.5% | +46.0% | -87.5% | -53.3% |
| 3Y | -8.9% | +16.9% | -25.8% | -20.9% |
| 5Y | -40.5% | -32.9% | -7.5% | -35.6% |
| All | -40.5% | -34.2% | -6.3% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling