-27.1%
RKT vs NCLH
+11.1%
-38.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -6.3% | -4.8% | -1.4% | -4.8% |
| 30D | -6.2% | -21.7% | +15.5% | +1.2% |
| 3M | -1.9% | -22.2% | +20.4% | +6.3% |
| 6M | -13.0% | -27.5% | +14.5% | -3.9% |
| YTD | -31.9% | -33.6% | +1.7% | -23.6% |
| 1Y | -37.6% | -45.0% | +7.4% | -26.6% |
| 3Y | +36.8% | -11.0% | +47.9% | +33.1% |
| 5Y | -9.7% | -39.7% | +30.0% | -10.8% |
| All | -27.1% | +11.1% | -38.2% | -24.3% |
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 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