+389.8%
RSP vs NCLH
-38.0%
+427.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | -0.8% | -6.5% | +5.7% | +0.4% |
| 30D | -0.3% | -23.3% | +23.0% | +4.4% |
| 3M | +4.3% | -18.6% | +22.9% | +7.7% |
| 6M | +8.8% | -26.2% | +35.1% | +13.6% |
| YTD | +15.3% | -30.2% | +45.5% | +20.6% |
| 1Y | +18.3% | -39.2% | +57.4% | +26.2% |
| 3Y | +52.8% | -5.1% | +57.9% | +44.1% |
| 5Y | +51.7% | -36.8% | +88.5% | +44.9% |
| 10Y | +208.5% | -56.3% | +264.7% | +167.7% |
| All | +389.8% | -38.0% | +427.7% | +310.8% |
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