-37.2%
NCLH vs OVV
-9.5%
-27.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -6.5% | +0.3% | -6.7% | -6.6% |
| 30D | -23.3% | +11.7% | -35.0% | -26.2% |
| 3M | -18.6% | +9.8% | -28.4% | -22.1% |
| 6M | -26.2% | +26.6% | -52.8% | -33.6% |
| YTD | -30.2% | +67.0% | -97.3% | -43.2% |
| 1Y | -39.2% | +55.9% | -95.1% | -49.6% |
| 3Y | -5.1% | +45.5% | -50.6% | -21.7% |
| 5Y | -36.8% | +157.3% | -194.1% | -58.8% |
| 10Y | -56.3% | +65.0% | -121.3% | -81.6% |
| All | -37.2% | -9.5% | -27.7% | -73.7% |
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