+80.1%
NCLH vs OTIS
+91.3%
-11.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.4% |
| 7D | -4.8% | -3.0% | -1.9% | -2.6% |
| 30D | -21.7% | -6.0% | -15.7% | -18.0% |
| 3M | -22.2% | -0.9% | -21.4% | -21.9% |
| 6M | -27.5% | -17.3% | -10.2% | -16.7% |
| YTD | -33.6% | -19.6% | -14.0% | -22.2% |
| 1Y | -45.0% | -21.0% | -24.0% | -34.8% |
| 3Y | -11.0% | -12.1% | +1.0% | -7.7% |
| 5Y | -39.7% | -17.1% | -22.7% | -35.8% |
| All | +80.1% | +91.3% | -11.2% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 10y: compounded portfolio wealth divided by compounded OTIS 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…
10y analysis · Full analysis span regression · 6 months rolling