+402.9%
RTX vs NCLH
-38.0%
+440.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -5.2% | -6.5% | +1.3% | -3.9% |
| 30D | -9.4% | -23.3% | +13.9% | -4.5% |
| 3M | +12.3% | -18.6% | +30.9% | +16.3% |
| 6M | -3.1% | -26.2% | +23.1% | +1.6% |
| YTD | +10.7% | -30.2% | +40.9% | +16.3% |
| 1Y | +28.4% | -39.2% | +67.6% | +38.0% |
| 3Y | +147.1% | -5.1% | +152.1% | +126.3% |
| 5Y | +167.2% | -36.8% | +204.0% | +147.1% |
| 10Y | +274.7% | -56.3% | +331.0% | +203.4% |
| All | +402.9% | -38.0% | +440.8% | +280.4% |
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