+6.4%
OXY vs NCLH
-56.9%
+63.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | +2.8% | -4.8% | +7.7% | +4.3% |
| 30D | +5.5% | -21.7% | +27.1% | +12.9% |
| 3M | +11.3% | -22.2% | +33.6% | +17.8% |
| 6M | +11.6% | -27.5% | +39.1% | +17.3% |
| YTD | +51.6% | -33.6% | +85.2% | +60.6% |
| 1Y | +36.2% | -45.0% | +81.2% | +52.0% |
| 3Y | +1.7% | -11.0% | +12.8% | -12.9% |
| 5Y | +164.5% | -39.7% | +204.2% | +127.4% |
| All | +6.4% | -56.9% | +63.4% | +8.7% |
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 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