+1,347.9%
ORLY vs NCLH
-41.0%
+1,388.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.2% |
| 7D | -2.4% | -4.8% | +2.5% | -1.9% |
| 30D | -6.8% | -21.7% | +14.9% | -4.7% |
| 3M | -4.8% | -22.2% | +17.5% | -2.7% |
| 6M | -9.1% | -27.5% | +18.5% | -6.8% |
| YTD | -5.9% | -33.6% | +27.7% | -3.3% |
| 1Y | -20.4% | -45.0% | +24.6% | -17.0% |
| 3Y | +36.6% | -11.0% | +47.6% | +32.2% |
| 5Y | +117.3% | -39.7% | +157.0% | +110.5% |
| 10Y | +362.7% | -57.0% | +419.8% | +305.9% |
| All | +1,347.9% | -41.0% | +1,388.8% | +1,210.7% |
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