+368.8%
ORCL vs NCLH
-56.8%
+425.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.1% |
| 7D | +10.9% | -4.6% | +15.5% | +11.6% |
| 30D | +7.0% | -19.9% | +27.0% | +10.1% |
| 3M | -21.2% | -22.0% | +0.8% | -19.0% |
| 6M | +7.4% | -28.3% | +35.7% | +11.2% |
| YTD | -16.3% | -33.5% | +17.2% | -13.0% |
| 1Y | -32.3% | -41.5% | +9.2% | -28.8% |
| 3Y | +32.6% | -8.9% | +41.4% | +29.2% |
| 5Y | +93.1% | -40.5% | +133.6% | +89.7% |
| 10Y | +368.8% | -57.0% | +425.7% | +352.4% |
| All | +368.8% | -56.8% | +425.6% | +352.4% |
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 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