+36.6%
ORLY vs NCLH
-10.7%
+47.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.3% |
| 7D | -2.4% | -4.8% | +2.5% | -2.2% |
| 30D | -6.8% | -21.7% | +14.9% | -6.1% |
| 3M | -4.8% | -22.2% | +17.5% | -4.0% |
| 6M | -9.1% | -27.5% | +18.5% | -8.3% |
| YTD | -5.9% | -33.6% | +27.7% | -5.1% |
| 1Y | -20.4% | -45.0% | +24.6% | -19.5% |
| 3Y | +36.6% | -11.0% | +47.6% | +38.5% |
| All | +36.6% | -10.7% | +47.3% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling