+18.5%
ONDS vs NCLH
-43.1%
+61.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.8% | -3.0% |
| 7D | -4.2% | -4.6% | +0.4% | -2.4% |
| 30D | -21.7% | -19.9% | -1.8% | -14.7% |
| 3M | -24.5% | -22.0% | -2.5% | -17.8% |
| 6M | -25.0% | -28.3% | +3.3% | -16.1% |
| YTD | -25.3% | -33.5% | +8.2% | -15.7% |
| 1Y | +33.8% | -41.5% | +75.2% | +59.4% |
| 3Y | +699.3% | -8.9% | +708.2% | +632.7% |
| 5Y | -5.2% | -40.5% | +35.3% | -5.1% |
| All | +18.5% | -43.1% | +61.7% | +13.4% |
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