+280.0%
RTX vs NCLH
-57.7%
+337.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | -2.0% | -6.5% | +4.6% | -0.6% |
| 30D | -11.2% | -22.1% | +10.9% | -6.7% |
| 3M | +12.0% | -18.7% | +30.7% | +16.0% |
| 6M | -3.6% | -28.4% | +24.8% | +1.8% |
| YTD | +9.2% | -34.7% | +43.9% | +16.3% |
| 1Y | +29.7% | -42.7% | +72.4% | +41.2% |
| 3Y | +152.0% | -10.6% | +162.6% | +133.1% |
| 5Y | +165.8% | -40.7% | +206.5% | +148.8% |
| All | +280.0% | -57.7% | +337.7% | +221.8% |
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 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