+241.0%
NOK vs NCLH
-40.8%
+281.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.6% |
| 7D | +9.3% | -4.6% | +14.0% | +10.2% |
| 30D | +17.9% | -19.9% | +37.8% | +22.3% |
| 3M | -22.3% | -22.0% | -0.3% | -19.4% |
| 6M | +36.4% | -28.3% | +64.7% | +42.7% |
| YTD | +66.3% | -33.5% | +99.8% | +74.6% |
| 1Y | +134.4% | -41.5% | +175.9% | +150.1% |
| 3Y | +186.6% | -8.9% | +195.5% | +169.7% |
| 5Y | +102.7% | -40.5% | +143.1% | +94.4% |
| 10Y | +129.8% | -57.0% | +186.8% | +94.5% |
| All | +241.0% | -40.8% | +281.8% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling