-37.9%
NCLH vs NOC
+879.3%
-917.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.3% | -2.7% | +2.4% | +0.6% |
| 30D | -20.1% | -8.9% | -11.2% | -17.6% |
| 3M | -17.0% | -3.7% | -13.4% | -16.4% |
| 6M | -23.2% | -30.8% | +7.6% | -13.4% |
| YTD | -31.0% | -7.9% | -23.1% | -30.5% |
| 1Y | -37.3% | -9.4% | -27.8% | -36.5% |
| 3Y | -5.6% | +29.0% | -34.5% | -20.6% |
| 5Y | -37.0% | +56.1% | -93.0% | -55.2% |
| 10Y | -55.3% | +186.3% | -241.5% | -76.7% |
| All | -37.9% | +879.3% | -917.2% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling