-11.0%
NCLH vs OWL
+0.9%
-12.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.1% |
| 7D | -4.8% | -10.1% | +5.3% | +0.3% |
| 30D | -21.7% | -11.9% | -9.7% | -16.7% |
| 3M | -22.2% | +10.7% | -33.0% | -26.9% |
| 6M | -27.5% | +22.1% | -49.7% | -36.2% |
| YTD | -33.6% | -24.8% | -8.8% | -24.2% |
| 1Y | -45.0% | -39.2% | -5.8% | -29.4% |
| 3Y | -11.0% | +1.7% | -12.8% | -12.0% |
| All | -11.0% | +0.9% | -12.0% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling