-27.6%
NCLH vs RVTY
+367.0%
-394.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.3% |
| 7D | +0.2% | -0.5% | +0.7% | +0.5% |
| 30D | +20.8% | +1.5% | +19.2% | +19.2% |
| 3M | -8.1% | +31.5% | -39.6% | -21.9% |
| 6M | +11.8% | +62.7% | -50.8% | -16.0% |
| YTD | -19.5% | +60.0% | -79.5% | -39.8% |
| 1Y | -3.2% | +65.7% | -68.9% | -29.1% |
| 3Y | +37.1% | +85.2% | -48.1% | -8.1% |
| 5Y | -29.9% | -14.9% | -15.0% | -30.5% |
| 10Y | -53.3% | +211.9% | -265.1% | -79.6% |
| All | -27.6% | +367.0% | -394.6% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling