+816.6%
RIOT vs NCLH
-72.6%
+889.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | +0.6% |
| 7D | +18.4% | -4.6% | +23.1% | +20.8% |
| 30D | +13.8% | -19.9% | +33.7% | +24.5% |
| 3M | -12.7% | -22.0% | +9.2% | -4.7% |
| 6M | +50.1% | -28.3% | +78.4% | +70.5% |
| YTD | +74.2% | -33.5% | +107.7% | +100.3% |
| 1Y | +45.1% | -41.5% | +86.6% | +74.4% |
| 3Y | +101.6% | -8.9% | +110.4% | +95.2% |
| 5Y | -29.6% | -40.5% | +10.9% | -22.5% |
| 10Y | +528.1% | -57.0% | +585.1% | +633.2% |
| All | +816.6% | -72.6% | +889.3% | +754.2% |
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