-45.0%
NCLH vs NSC
+19.9%
-64.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.1% |
| 7D | -4.8% | -2.8% | -2.0% | -3.6% |
| 30D | -21.7% | -4.5% | -17.2% | -19.9% |
| 3M | -22.2% | +3.5% | -25.8% | -24.1% |
| 6M | -27.5% | +8.5% | -36.1% | -32.1% |
| YTD | -33.6% | +12.3% | -45.9% | -39.9% |
| 1Y | -45.0% | +18.9% | -63.9% | -51.6% |
| All | -45.0% | +19.9% | -64.9% | -51.6% |
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