-41.4%
NCLH vs ODFL
+25.4%
-66.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -4.8% | -3.3% | -1.5% | -3.0% |
| 30D | -21.7% | -15.3% | -6.4% | -14.1% |
| 3M | -22.2% | -27.3% | +5.1% | -7.4% |
| 6M | -27.5% | -4.5% | -23.0% | -25.9% |
| YTD | -33.6% | +15.1% | -48.7% | -39.9% |
| 1Y | -45.0% | +21.1% | -66.1% | -52.1% |
| 3Y | -11.0% | -14.1% | +3.1% | -10.0% |
| All | -41.4% | +25.4% | -66.8% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling