-45.0%
NCLH vs EQNR
+93.1%
-138.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.3% |
| 7D | -4.8% | +6.4% | -11.3% | -1.2% |
| 30D | -21.7% | +10.4% | -32.0% | -16.6% |
| 3M | -22.2% | +23.1% | -45.3% | -10.7% |
| 6M | -27.5% | +36.3% | -63.8% | -14.4% |
| YTD | -33.6% | +96.0% | -129.6% | -18.9% |
| 1Y | -45.0% | +94.2% | -139.2% | -32.8% |
| All | -45.0% | +93.1% | -138.1% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling