-100.0%
DFNS vs NCLH
+20.9%
-120.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.5% |
| 7D | -6.0% | +0.2% | -6.2% | -6.0% |
| 30D | -71.2% | +20.8% | -92.0% | -71.1% |
| 3M | -94.5% | -8.1% | -86.4% | -94.5% |
| 6M | -96.5% | +11.8% | -108.4% | -96.5% |
| YTD | -99.6% | -19.5% | -80.1% | -99.6% |
| 1Y | -99.7% | -3.2% | -96.5% | -99.7% |
| 3Y | -100.0% | +37.1% | -137.1% | -100.0% |
| 5Y | -100.0% | -29.9% | -70.0% | -100.0% |
| All | -100.0% | +20.9% | -120.9% | -100.0% |
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