+396.5%
RSP vs NCLH
-28.4%
+424.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.4% | +0.2% | +2.1% | +2.3% |
| 30D | +4.3% | +20.8% | -16.5% | +0.6% |
| 3M | -0.3% | -8.1% | +7.8% | +0.8% |
| 6M | +9.8% | +11.8% | -2.0% | +6.6% |
| YTD | +16.8% | -19.5% | +36.4% | +18.8% |
| 1Y | +19.5% | -3.2% | +22.7% | +17.2% |
| 3Y | +65.1% | +37.1% | +28.0% | +45.6% |
| 5Y | +48.7% | -29.9% | +78.6% | +39.4% |
| 10Y | +213.6% | -53.3% | +266.8% | +169.3% |
| All | +396.5% | -28.4% | +424.9% | +304.6% |
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