-58.0%
NCLH vs NSC
+332.1%
-390.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.5% |
| 7D | -4.8% | -2.8% | -2.0% | -2.4% |
| 30D | -21.7% | -4.5% | -17.2% | -18.5% |
| 3M | -22.2% | +3.5% | -25.8% | -25.2% |
| 6M | -27.5% | +8.5% | -36.1% | -33.7% |
| YTD | -33.6% | +12.3% | -45.9% | -41.2% |
| 1Y | -45.0% | +18.9% | -63.9% | -53.8% |
| 3Y | -11.0% | +74.1% | -85.2% | -49.4% |
| 5Y | -39.7% | +43.9% | -83.6% | -59.6% |
| All | -58.0% | +332.1% | -390.0% | -84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling