+759.5%
RCL vs NCLH
-38.0%
+797.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -5.1% | -6.5% | +1.4% | -0.4% |
| 30D | -19.0% | -23.3% | +4.3% | -1.9% |
| 3M | -9.6% | -18.6% | +9.0% | +4.0% |
| 6M | -6.7% | -26.2% | +19.5% | +14.1% |
| YTD | -3.9% | -30.2% | +26.3% | +20.6% |
| 1Y | -25.1% | -39.2% | +14.1% | +2.8% |
| 3Y | +179.1% | -5.1% | +184.2% | +142.3% |
| 5Y | +243.3% | -36.8% | +280.1% | +279.4% |
| 10Y | +325.8% | -56.3% | +382.0% | +426.0% |
| All | +759.5% | -38.0% | +797.5% | +966.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling