+331.2%
RCL vs NCLH
-57.7%
+388.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +1.1% |
| 7D | -2.5% | -6.5% | +4.1% | +2.5% |
| 30D | -15.7% | -22.1% | +6.4% | +1.1% |
| 3M | -3.6% | -18.7% | +15.1% | +10.9% |
| 6M | -8.7% | -28.4% | +19.7% | +14.3% |
| YTD | -6.2% | -34.7% | +28.6% | +23.8% |
| 1Y | -22.9% | -42.7% | +19.8% | +11.1% |
| 3Y | +173.6% | -10.6% | +184.2% | +147.1% |
| 5Y | +226.6% | -40.7% | +267.3% | +277.0% |
| All | +331.2% | -57.7% | +388.9% | +471.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NCLH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling