-58.0%
NCLH vs ODFL
+742.1%
-800.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -4.8% | -3.3% | -1.5% | -2.8% |
| 30D | -21.7% | -15.3% | -6.4% | -13.0% |
| 3M | -22.2% | -27.3% | +5.1% | -5.2% |
| 6M | -27.5% | -4.5% | -23.0% | -25.9% |
| YTD | -33.6% | +15.1% | -48.7% | -40.9% |
| 1Y | -45.0% | +21.1% | -66.1% | -53.1% |
| 3Y | -11.0% | -14.1% | +3.1% | -10.5% |
| 5Y | -39.7% | +26.6% | -66.3% | -56.4% |
| All | -58.0% | +742.1% | -800.1% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 10y: compounded portfolio wealth divided by compounded ODFL 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…
10y analysis · Full analysis span regression · 6 months rolling