-40.7%
NCLH vs NOC
+57.3%
-98.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -1.9% |
| 7D | -6.5% | -1.8% | -4.8% | -6.5% |
| 30D | -22.1% | -9.4% | -12.6% | -22.0% |
| 3M | -18.7% | -3.8% | -14.9% | -18.6% |
| 6M | -28.4% | -28.8% | +0.4% | -28.2% |
| YTD | -34.7% | -7.9% | -26.8% | -34.9% |
| 1Y | -42.7% | -9.0% | -33.7% | -42.9% |
| 3Y | -10.6% | +29.1% | -39.7% | -12.7% |
| 5Y | -40.7% | +58.9% | -99.7% | -48.3% |
| All | -40.7% | +57.3% | -98.0% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling