-12.5%
NCLH vs NSC
+75.0%
-87.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -6.5% | -1.4% | -5.2% | -5.7% |
| 30D | -22.1% | -3.4% | -18.7% | -20.4% |
| 3M | -18.7% | +5.1% | -23.8% | -21.5% |
| 6M | -28.4% | +9.2% | -37.6% | -33.0% |
| YTD | -34.7% | +13.4% | -48.1% | -40.5% |
| 1Y | -42.7% | +20.8% | -63.5% | -49.8% |
| All | -12.5% | +75.0% | -87.6% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling