+292.2%
RCL vs NCLH
-30.1%
+322.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | +17.8% | +20.8% | -2.9% | +2.9% |
| 3M | +4.9% | -8.1% | +13.1% | +10.3% |
| 6M | +23.7% | +11.8% | +11.9% | +12.2% |
| YTD | +17.8% | -19.5% | +37.4% | +31.7% |
| 1Y | +28.9% | -3.2% | +32.2% | +26.6% |
| 3Y | +241.9% | +37.1% | +204.8% | +130.6% |
| All | +292.2% | -30.1% | +322.3% | +303.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling