-1.0%
NCLH vs NSC
+24.4%
-25.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.8% | +6.3% |
| 7D | +15.8% | +1.8% | +14.0% | +14.9% |
| 30D | +25.1% | +8.8% | +16.3% | +20.4% |
| 3M | -7.3% | +1.2% | -8.6% | -7.8% |
| 6M | +8.1% | +11.3% | -3.2% | +1.4% |
| YTD | -16.7% | +20.7% | -37.4% | -27.5% |
| 1Y | -1.0% | +23.4% | -24.4% | -17.8% |
| All | -1.0% | +24.4% | -25.4% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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