-55.3%
NCLH vs OSCR
-9.0%
-46.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -4.8% | +1.6% | -6.4% | -5.1% |
| 30D | -21.7% | +10.7% | -32.3% | -23.3% |
| 3M | -22.2% | +13.4% | -35.6% | -24.6% |
| 6M | -27.5% | +144.6% | -172.1% | -40.2% |
| YTD | -33.6% | +128.0% | -161.6% | -44.8% |
| 1Y | -45.0% | +68.7% | -113.6% | -52.4% |
| 3Y | -11.0% | +398.8% | -409.8% | -47.1% |
| 5Y | -39.7% | +87.3% | -127.0% | -62.6% |
| All | -55.3% | -9.0% | -46.3% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling