+449.2%
ORCL vs NCLH
-38.0%
+487.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +5.3% | -6.5% | +11.7% | +6.2% |
| 30D | +10.0% | -23.3% | +33.3% | +14.0% |
| 3M | -32.6% | -18.6% | -14.0% | -30.9% |
| 6M | +4.9% | -26.2% | +31.2% | +8.5% |
| YTD | -17.8% | -30.2% | +12.5% | -14.8% |
| 1Y | -28.0% | -39.2% | +11.2% | -24.4% |
| 3Y | +36.0% | -5.1% | +41.1% | +31.4% |
| 5Y | +88.7% | -36.8% | +125.5% | +83.6% |
| 10Y | +346.9% | -56.3% | +403.2% | +308.1% |
| All | +449.2% | -38.0% | +487.2% | +372.2% |
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 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