-41.4%
NCLH vs OMC
+30.5%
-71.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.1% |
| 7D | -4.8% | -4.4% | -0.4% | -1.6% |
| 30D | -21.7% | -7.6% | -14.1% | -17.1% |
| 3M | -22.2% | +4.5% | -26.8% | -25.8% |
| 6M | -27.5% | -0.3% | -27.3% | -28.4% |
| YTD | -33.6% | -0.1% | -33.5% | -36.1% |
| 1Y | -45.0% | +4.6% | -49.6% | -49.9% |
| 3Y | -11.0% | +10.5% | -21.5% | -27.0% |
| All | -41.4% | +30.5% | -71.9% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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