+115.1%
NOK vs NCLH
-40.4%
+155.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.5% |
| 7D | +11.0% | -4.8% | +15.8% | +11.8% |
| 30D | +7.8% | -21.7% | +29.5% | +11.9% |
| 3M | -21.0% | -22.2% | +1.2% | -18.3% |
| 6M | +40.9% | -27.5% | +68.4% | +46.6% |
| YTD | +72.0% | -33.6% | +105.6% | +79.8% |
| 1Y | +140.9% | -45.0% | +185.9% | +158.5% |
| 3Y | +194.3% | -11.0% | +205.3% | +174.9% |
| All | +115.1% | -40.4% | +155.5% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling