-58.0%
NCLH vs NOC
+192.5%
-250.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | -21.7% | -9.7% | -12.0% | -19.3% |
| 3M | -22.2% | -5.6% | -16.6% | -21.3% |
| 6M | -27.5% | -28.6% | +1.1% | -19.9% |
| YTD | -33.6% | -7.9% | -25.7% | -33.2% |
| 1Y | -45.0% | -9.5% | -35.5% | -44.4% |
| 3Y | -11.0% | +28.4% | -39.4% | -24.3% |
| 5Y | -39.7% | +59.0% | -98.7% | -57.5% |
| All | -58.0% | +192.5% | -250.4% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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