-41.7%
NCLH vs OWL
+24.2%
-65.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.0% |
| 7D | -4.8% | -10.1% | +5.3% | +0.7% |
| 30D | -21.7% | -11.9% | -9.7% | -16.3% |
| 3M | -22.2% | +10.7% | -33.0% | -27.5% |
| 6M | -27.5% | +22.1% | -49.7% | -36.9% |
| YTD | -33.6% | -24.8% | -8.8% | -24.9% |
| 1Y | -45.0% | -39.2% | -5.8% | -30.3% |
| 3Y | -11.0% | +1.7% | -12.8% | -18.4% |
| 5Y | -39.7% | -15.5% | -24.2% | -44.5% |
| All | -41.7% | +24.2% | -65.9% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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