-40.1%
NCLH vs ODFL
+1,496.7%
-1,536.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -1.9% |
| 7D | -4.6% | -3.0% | -1.6% | -2.8% |
| 30D | -19.9% | -14.3% | -5.7% | -12.1% |
| 3M | -22.0% | -26.7% | +4.8% | -5.9% |
| 6M | -28.3% | -7.5% | -20.8% | -25.3% |
| YTD | -33.5% | +16.5% | -50.0% | -40.9% |
| 1Y | -41.5% | +23.5% | -65.0% | -50.3% |
| 3Y | -8.9% | -12.1% | +3.2% | -9.4% |
| 5Y | -40.5% | +28.9% | -69.4% | -55.8% |
| 10Y | -57.0% | +746.5% | -803.4% | -88.8% |
| All | -40.1% | +1,496.7% | -1,536.8% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling