-12.5%
NCLH vs NOC
+28.9%
-41.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -1.8% |
| 7D | -6.5% | -1.8% | -4.8% | -6.7% |
| 30D | -22.1% | -9.4% | -12.6% | -22.6% |
| 3M | -18.7% | -3.8% | -14.9% | -18.7% |
| 6M | -28.4% | -28.8% | +0.4% | -30.2% |
| YTD | -34.7% | -7.9% | -26.8% | -35.1% |
| 1Y | -42.7% | -9.0% | -33.7% | -43.1% |
| All | -12.5% | +28.9% | -41.4% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling