+80.4%
NCLH vs OTIS
+91.8%
-11.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.7% |
| 7D | -4.6% | -2.2% | -2.5% | -3.1% |
| 30D | -19.9% | -4.3% | -15.6% | -17.3% |
| 3M | -22.0% | -2.2% | -19.8% | -20.8% |
| 6M | -28.3% | -19.9% | -8.4% | -15.7% |
| YTD | -33.5% | -19.3% | -14.1% | -22.2% |
| 1Y | -41.5% | -19.6% | -21.9% | -31.6% |
| 3Y | -8.9% | -11.5% | +2.6% | -5.9% |
| 5Y | -40.5% | -16.8% | -23.7% | -36.7% |
| All | +80.4% | +91.8% | -11.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling