+179.4%
RCL vs NCLH
-6.4%
+185.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | -0.5% | -0.3% | -0.2% | -0.3% |
| 30D | -17.3% | -20.1% | +2.7% | -5.8% |
| 3M | -2.8% | -17.0% | +14.3% | +7.8% |
| 6M | -4.4% | -23.2% | +18.9% | +10.4% |
| YTD | -4.2% | -31.0% | +26.9% | +16.7% |
| 1Y | -23.4% | -37.3% | +13.9% | -2.2% |
| 3Y | +179.4% | -5.6% | +185.0% | +176.3% |
| All | +179.4% | -6.4% | +185.8% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling