+126.0%
DUK vs NCLH
-56.9%
+183.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -0.7% | -4.8% | +4.2% | -0.4% |
| 30D | -2.4% | -21.7% | +19.2% | -1.2% |
| 3M | -3.0% | -22.2% | +19.3% | -1.8% |
| 6M | -6.6% | -27.5% | +21.0% | -5.3% |
| YTD | +4.6% | -33.6% | +38.2% | +6.1% |
| 1Y | +1.2% | -45.0% | +46.2% | +3.7% |
| 3Y | +45.7% | -11.0% | +56.7% | +42.1% |
| 5Y | +40.3% | -39.7% | +80.0% | +37.2% |
| All | +126.0% | -56.9% | +183.0% | +91.5% |
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