+267.0%
RTX vs NCLH
-53.1%
+320.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -0.6% |
| 7D | +3.4% | +1.7% | +1.7% | +3.0% |
| 30D | +8.4% | +17.9% | -9.5% | +4.4% |
| 3M | -10.7% | -4.5% | -6.1% | -10.3% |
| 6M | +11.7% | +12.9% | -1.2% | +7.4% |
| YTD | +9.3% | -19.1% | +28.4% | +11.0% |
| 1Y | +13.3% | -4.6% | +17.9% | +10.7% |
| 3Y | +156.1% | +37.0% | +119.1% | +115.7% |
| 5Y | +148.5% | -29.5% | +178.1% | +124.9% |
| All | +267.0% | -53.1% | +320.1% | +217.9% |
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