+817.2%
ON vs NCLH
-38.7%
+855.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -4.0% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -12.4% | -20.1% | +7.6% | -5.1% |
| 3M | -41.2% | -17.0% | -24.2% | -38.1% |
| 6M | +25.0% | -23.2% | +48.2% | +34.1% |
| YTD | +31.3% | -31.0% | +62.3% | +44.1% |
| 1Y | +45.4% | -37.3% | +82.7% | +64.0% |
| 3Y | -27.4% | -5.6% | -21.8% | -33.8% |
| 5Y | +58.5% | -37.0% | +95.5% | +54.8% |
| 10Y | +561.8% | -55.3% | +617.1% | +456.9% |
| All | +817.2% | -38.7% | +855.8% | +653.1% |
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 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