+21.3%
NOK vs NCLH
-8.8%
+30.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -3.4% |
| 7D | -10.4% | +15.8% | -26.2% | -12.1% |
| 30D | -19.0% | +25.1% | -44.1% | -21.2% |
| 3M | -16.7% | -7.3% | -9.4% | -17.0% |
| 6M | -37.1% | +8.1% | -45.3% | -38.4% |
| YTD | +27.7% | -16.7% | +44.3% | +25.6% |
| 1Y | +21.3% | -1.0% | +22.3% | +15.1% |
| All | +21.3% | -8.8% | +30.1% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 1y: compounded portfolio wealth divided by compounded NCLH 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…
1y analysis · Full analysis span regression · 6 months rolling