+629.3%
ON vs NCLH
-56.9%
+686.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +7.9% |
| 7D | +2.4% | -4.8% | +7.2% | +4.3% |
| 30D | -8.6% | -21.7% | +13.1% | -0.1% |
| 3M | -34.3% | -22.2% | -12.1% | -29.1% |
| 6M | +28.5% | -27.5% | +56.1% | +41.0% |
| YTD | +40.6% | -33.6% | +74.2% | +56.7% |
| 1Y | +55.3% | -45.0% | +100.3% | +84.6% |
| 3Y | -22.2% | -11.0% | -11.1% | -27.7% |
| 5Y | +62.4% | -39.7% | +102.1% | +60.9% |
| All | +629.3% | -56.9% | +686.3% | +628.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling