-41.4%
NCLH vs NSC
+42.7%
-84.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.4% |
| 7D | -4.8% | -2.8% | -2.0% | -2.9% |
| 30D | -21.7% | -4.5% | -17.2% | -19.1% |
| 3M | -22.2% | +3.5% | -25.8% | -24.7% |
| 6M | -27.5% | +8.5% | -36.1% | -32.7% |
| YTD | -33.6% | +12.3% | -45.9% | -40.0% |
| 1Y | -45.0% | +18.9% | -63.9% | -52.4% |
| 3Y | -11.0% | +74.1% | -85.2% | -45.0% |
| All | -41.4% | +42.7% | -84.1% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling