-37.9%
NCLH vs NSC
+574.6%
-612.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -0.3% | -1.5% | +1.3% | +0.9% |
| 30D | -20.1% | -1.9% | -18.1% | -18.9% |
| 3M | -17.0% | +6.2% | -23.3% | -21.2% |
| 6M | -23.2% | +9.2% | -32.4% | -29.1% |
| YTD | -31.0% | +15.0% | -46.1% | -38.9% |
| 1Y | -37.3% | +21.1% | -58.3% | -46.6% |
| 3Y | -5.6% | +78.6% | -84.2% | -41.9% |
| 5Y | -37.0% | +45.9% | -82.9% | -54.8% |
| 10Y | -55.3% | +326.9% | -382.1% | -80.7% |
| All | -37.9% | +574.6% | -612.5% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling