-40.1%
NCLH vs OMC
+127.9%
-168.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -0.4% |
| 7D | -4.6% | -4.2% | -0.4% | -1.0% |
| 30D | -19.9% | -7.5% | -12.4% | -14.4% |
| 3M | -22.0% | +4.6% | -26.6% | -26.3% |
| 6M | -28.3% | -4.8% | -23.5% | -26.5% |
| YTD | -33.5% | -1.0% | -32.4% | -36.8% |
| 1Y | -41.5% | +3.8% | -45.3% | -47.8% |
| 3Y | -8.9% | +10.2% | -19.1% | -26.0% |
| 5Y | -40.5% | +29.7% | -70.2% | -59.4% |
| 10Y | -57.0% | +32.3% | -89.3% | -72.0% |
| All | -40.1% | +127.9% | -168.0% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling