-27.1%
NCLH vs OVV
-8.9%
-18.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.3% | -4.7% |
| 7D | +1.7% | +6.5% | -4.8% | -0.3% |
| 30D | +17.9% | -2.7% | +20.5% | +18.2% |
| 3M | -4.5% | +3.1% | -7.7% | -6.4% |
| 6M | +12.9% | +12.8% | +0.1% | +6.0% |
| YTD | -19.1% | +68.1% | -87.2% | -34.8% |
| 1Y | -4.6% | +73.6% | -78.3% | -24.2% |
| 3Y | +37.0% | +57.6% | -20.6% | +9.7% |
| 5Y | -29.5% | +104.5% | -134.1% | -50.8% |
| 10Y | -53.0% | +58.4% | -111.4% | -80.3% |
| All | -27.1% | -8.9% | -18.2% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling