+485.8%
RIOT vs NCLH
-56.9%
+542.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.7% |
| 7D | -1.5% | -4.8% | +3.3% | +0.6% |
| 30D | +5.7% | -21.7% | +27.3% | +16.9% |
| 3M | -17.9% | -22.2% | +4.4% | -10.1% |
| 6M | +45.0% | -27.5% | +72.5% | +64.3% |
| YTD | +69.5% | -33.6% | +103.1% | +95.5% |
| 1Y | +37.2% | -45.0% | +82.2% | +70.4% |
| 3Y | +111.7% | -11.0% | +122.8% | +106.9% |
| 5Y | -27.5% | -39.7% | +12.2% | -20.5% |
| All | +485.8% | -56.9% | +542.7% | +666.9% |
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