-45.0%
NCLH vs NOC
-9.0%
-36.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.8% | +0.8% | -5.6% | -4.8% |
| 30D | -21.7% | -9.7% | -12.0% | -21.7% |
| 3M | -22.2% | -5.6% | -16.6% | -21.8% |
| 6M | -27.5% | -28.6% | +1.1% | -27.7% |
| YTD | -33.6% | -7.9% | -25.7% | -37.5% |
| 1Y | -45.0% | -9.5% | -35.5% | -47.6% |
| All | -45.0% | -9.0% | -36.0% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling