-41.4%
NCLH vs OWL
-15.1%
-26.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.0% |
| 7D | -4.8% | -10.1% | +5.3% | +1.5% |
| 30D | -21.7% | -11.9% | -9.7% | -15.5% |
| 3M | -22.2% | +10.7% | -33.0% | -28.3% |
| 6M | -27.5% | +22.1% | -49.7% | -38.4% |
| YTD | -33.6% | -24.8% | -8.8% | -23.5% |
| 1Y | -45.0% | -39.2% | -5.8% | -27.7% |
| 3Y | -11.0% | +1.7% | -12.8% | -24.3% |
| All | -41.4% | -15.1% | -26.3% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling