-11.0%
NCLH vs OKE
+72.4%
-83.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | -4.8% | +1.2% | -6.1% | -5.1% |
| 30D | -21.7% | +4.5% | -26.2% | -22.6% |
| 3M | -22.2% | +9.6% | -31.9% | -24.6% |
| 6M | -27.5% | +15.4% | -42.9% | -32.8% |
| YTD | -33.6% | +36.5% | -70.1% | -45.3% |
| 1Y | -45.0% | +39.0% | -84.0% | -55.4% |
| 3Y | -11.0% | +74.3% | -85.3% | -36.2% |
| All | -11.0% | +72.4% | -83.4% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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