-40.7%
NCLH vs O
+14.0%
-54.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.3% |
| 7D | -6.5% | -3.5% | -3.0% | -4.4% |
| 30D | -22.1% | -3.3% | -18.8% | -20.4% |
| 3M | -18.7% | -2.8% | -15.9% | -17.3% |
| 6M | -28.4% | -5.8% | -22.6% | -25.8% |
| YTD | -34.7% | +9.4% | -44.1% | -39.0% |
| 1Y | -42.7% | +5.7% | -48.4% | -45.0% |
| 3Y | -10.6% | +27.2% | -37.9% | -27.2% |
| 5Y | -40.7% | +17.2% | -57.9% | -47.1% |
| All | -40.7% | +14.0% | -54.8% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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