+51.4%
ON vs NCLH
-40.9%
+92.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.2% |
| 7D | -1.9% | -4.6% | +2.7% | -0.1% |
| 30D | -11.0% | -19.9% | +8.9% | -3.3% |
| 3M | -39.3% | -22.0% | -17.4% | -34.5% |
| 6M | +19.8% | -28.3% | +48.1% | +32.2% |
| YTD | +31.1% | -33.5% | +64.5% | +46.2% |
| 1Y | +46.0% | -41.5% | +87.5% | +70.2% |
| 3Y | -27.5% | -8.9% | -18.6% | -34.8% |
| All | +51.4% | -40.9% | +92.3% | +47.2% |
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 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