-99.9%
DFNS vs NCLH
-10.5%
-89.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.5% | -1.1% | -4.7% |
| 7D | +4.6% | -4.6% | +9.3% | +4.5% |
| 30D | -73.9% | -19.9% | -53.9% | -74.1% |
| 3M | -71.7% | -22.0% | -49.7% | -72.2% |
| 6M | -94.6% | -28.3% | -66.3% | -94.9% |
| YTD | -98.1% | -33.5% | -64.6% | -98.2% |
| 1Y | -98.3% | -41.5% | -56.8% | -98.5% |
| All | -99.9% | -10.5% | -89.4% | -99.9% |
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