-37.9%
NCLH vs EOG
+225.4%
-263.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -2.0% | +1.8% | +0.7% |
| 30D | -20.1% | +7.9% | -27.9% | -23.3% |
| 3M | -17.0% | +4.5% | -21.5% | -20.4% |
| 6M | -23.2% | +12.3% | -35.5% | -30.4% |
| YTD | -31.0% | +41.9% | -72.9% | -45.4% |
| 1Y | -37.3% | +27.8% | -65.1% | -47.7% |
| 3Y | -5.6% | +21.8% | -27.4% | -21.2% |
| 5Y | -37.0% | +174.0% | -211.0% | -68.4% |
| 10Y | -55.3% | +110.4% | -165.6% | -79.8% |
| All | -37.9% | +225.4% | -263.4% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling