-11.0%
NCLH vs OSCR
+401.8%
-412.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -4.8% | +1.6% | -6.4% | -5.0% |
| 30D | -21.7% | +10.7% | -32.3% | -22.7% |
| 3M | -22.2% | +13.4% | -35.6% | -23.8% |
| 6M | -27.5% | +144.6% | -172.1% | -36.3% |
| YTD | -33.6% | +128.0% | -161.6% | -41.3% |
| 1Y | -45.0% | +68.7% | -113.6% | -50.0% |
| 3Y | -11.0% | +398.8% | -409.8% | -34.2% |
| All | -11.0% | +401.8% | -412.9% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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