+51.9%
RSP vs NCLH
-36.8%
+88.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -1.5% | -20.1% | +18.5% | +2.2% |
| 3M | +4.8% | -17.0% | +21.8% | +7.6% |
| 6M | +10.3% | -23.2% | +33.5% | +14.1% |
| YTD | +14.1% | -31.0% | +45.1% | +19.3% |
| 1Y | +17.0% | -37.3% | +54.3% | +23.7% |
| 3Y | +54.2% | -5.6% | +59.8% | +45.5% |
| All | +51.9% | -36.8% | +88.8% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling