-51.3%
NCLH vs OVV
+46.5%
-97.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | +6.3% | -7.3% | +13.5% | +9.1% |
| 30D | +18.9% | -3.6% | +22.5% | +19.7% |
| 3M | -0.2% | -2.6% | +2.4% | -0.5% |
| 6M | +8.4% | +7.6% | +0.8% | +1.9% |
| YTD | -17.1% | +59.6% | -76.7% | -35.4% |
| 1Y | -2.8% | +62.2% | -65.0% | -25.1% |
| 3Y | +40.4% | +49.6% | -9.2% | +7.8% |
| 5Y | -30.8% | +98.9% | -129.7% | -56.6% |
| 10Y | -51.3% | +45.1% | -96.4% | -84.3% |
| All | -51.3% | +46.5% | -97.8% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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