+332.4%
RCL vs NCLH
-56.9%
+389.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | +0.8% |
| 7D | -2.2% | -4.6% | +2.4% | +1.3% |
| 30D | -15.7% | -19.9% | +4.3% | -0.9% |
| 3M | -8.0% | -22.0% | +14.0% | +9.2% |
| 6M | -10.1% | -28.3% | +18.2% | +12.3% |
| YTD | -5.9% | -33.5% | +27.6% | +22.5% |
| 1Y | -23.5% | -41.5% | +18.0% | +8.5% |
| 3Y | +174.4% | -8.9% | +183.3% | +144.4% |
| 5Y | +227.1% | -40.5% | +267.6% | +276.5% |
| All | +332.4% | -56.9% | +389.3% | +464.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling