-99.9%
DFNS vs NCLH
+4.8%
-104.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -16.0% | -6.5% | -9.5% | -16.1% |
| 30D | -77.7% | -23.3% | -54.4% | -77.8% |
| 3M | -77.2% | -18.6% | -58.6% | -77.4% |
| 6M | -95.2% | -26.2% | -68.9% | -95.3% |
| YTD | -98.0% | -30.2% | -67.7% | -98.0% |
| 1Y | -98.3% | -39.2% | -59.1% | -98.3% |
| 3Y | -99.9% | -5.1% | -94.8% | -99.9% |
| 5Y | -99.9% | -36.8% | -63.1% | -99.9% |
| All | -99.9% | +4.8% | -104.7% | -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 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