-11.0%
NCLH vs ODFL
-13.7%
+2.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -4.8% | -3.3% | -1.5% | -3.3% |
| 30D | -21.7% | -15.3% | -6.4% | -15.2% |
| 3M | -22.2% | -27.3% | +5.1% | -9.7% |
| 6M | -27.5% | -4.5% | -23.0% | -25.9% |
| YTD | -33.6% | +15.1% | -48.7% | -38.6% |
| 1Y | -45.0% | +21.1% | -66.1% | -50.6% |
| 3Y | -11.0% | -14.1% | +3.1% | -11.6% |
| All | -11.0% | -13.7% | +2.7% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling