-12.5%
NCLH vs EOG
+22.6%
-35.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -6.5% | +1.0% | -7.6% | -6.6% |
| 30D | -22.1% | +2.8% | -24.9% | -22.2% |
| 3M | -18.7% | +5.9% | -24.6% | -19.1% |
| 6M | -28.4% | +17.1% | -45.5% | -31.5% |
| YTD | -34.7% | +43.9% | -78.6% | -42.7% |
| 1Y | -42.7% | +26.9% | -69.6% | -47.0% |
| All | -12.5% | +22.6% | -35.1% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling