-51.0%
NCLH vs RY
+355.6%
-406.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +0.8% |
| 7D | +1.2% | -3.0% | +4.2% | +5.9% |
| 30D | +22.6% | +6.3% | +16.3% | +12.3% |
| 3M | +0.6% | -2.6% | +3.2% | +4.7% |
| 6M | +13.5% | +13.9% | -0.4% | -7.4% |
| YTD | -15.7% | +21.7% | -37.4% | -37.7% |
| 1Y | 0.0% | +40.4% | -40.4% | -40.6% |
| 3Y | +42.8% | +161.3% | -118.5% | -68.8% |
| 5Y | -28.4% | +126.5% | -154.9% | -80.1% |
| 10Y | -51.0% | +354.3% | -405.4% | -94.1% |
| All | -51.0% | +355.6% | -406.7% | -94.1% |
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