-40.1%
NCLH vs RVTY
+274.5%
-314.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.1% |
| 7D | -4.6% | -5.4% | +0.8% | -1.7% |
| 30D | -19.9% | +6.7% | -26.7% | -23.0% |
| 3M | -22.0% | +19.0% | -41.0% | -29.6% |
| 6M | -28.3% | +34.6% | -62.9% | -39.9% |
| YTD | -33.5% | +28.3% | -61.7% | -43.2% |
| 1Y | -41.5% | +46.0% | -87.5% | -53.8% |
| 3Y | -8.9% | +16.9% | -25.8% | -21.5% |
| 5Y | -40.5% | -32.9% | -7.5% | -32.3% |
| 10Y | -57.0% | +141.6% | -198.6% | -78.3% |
| All | -40.1% | +274.5% | -314.6% | -72.2% |
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