+737.9%
DHR vs NCLH
-40.8%
+778.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.2% |
| 7D | -2.4% | -4.6% | +2.2% | -2.0% |
| 30D | -2.2% | -19.9% | +17.8% | 0.0% |
| 3M | +9.0% | -22.0% | +30.9% | +11.4% |
| 6M | +3.5% | -28.3% | +31.8% | +6.4% |
| YTD | -10.1% | -33.5% | +23.3% | -7.3% |
| 1Y | +6.2% | -41.5% | +47.7% | +10.6% |
| 3Y | -5.4% | -8.9% | +3.5% | -7.3% |
| 5Y | -27.9% | -40.5% | +12.6% | -29.2% |
| 10Y | +215.7% | -57.0% | +272.7% | +197.5% |
| All | +737.9% | -40.8% | +778.8% | +653.8% |
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