-57.0%
NCLH vs RY
+372.5%
-429.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -1.9% |
| 7D | -4.6% | -0.5% | -4.1% | -3.9% |
| 30D | -19.9% | -1.9% | -18.1% | -17.7% |
| 3M | -22.0% | +5.1% | -27.1% | -28.2% |
| 6M | -28.3% | +28.2% | -56.5% | -50.7% |
| YTD | -33.5% | +22.9% | -56.3% | -51.5% |
| 1Y | -41.5% | +45.5% | -86.9% | -67.0% |
| 3Y | -8.9% | +156.7% | -165.6% | -79.5% |
| 5Y | -40.5% | +137.7% | -178.2% | -84.7% |
| 10Y | -57.0% | +375.5% | -432.5% | -94.9% |
| All | -57.0% | +372.5% | -429.5% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling