-23.6%
RKT vs NCLH
+15.4%
-39.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +6.0% | -0.3% | +6.2% | +6.1% |
| 30D | +0.7% | -20.1% | +20.7% | +7.9% |
| 3M | +11.8% | -17.0% | +28.9% | +18.8% |
| 6M | -7.6% | -23.2% | +15.6% | +0.2% |
| YTD | -28.7% | -31.0% | +2.4% | -20.9% |
| 1Y | -32.6% | -37.3% | +4.7% | -23.8% |
| 3Y | +42.1% | -5.6% | +47.7% | +35.8% |
| 5Y | -7.2% | -37.0% | +29.8% | -9.4% |
| All | -23.6% | +15.4% | -39.0% | -21.6% |
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