+217.7%
DUK vs NCLH
-40.8%
+258.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.5% |
| 7D | -0.1% | -4.6% | +4.5% | +0.1% |
| 30D | +0.2% | -19.9% | +20.2% | +1.4% |
| 3M | -1.9% | -22.0% | +20.1% | -0.8% |
| 6M | -6.5% | -28.3% | +21.8% | -5.2% |
| YTD | +5.4% | -33.5% | +38.9% | +7.0% |
| 1Y | +3.6% | -41.5% | +45.0% | +5.7% |
| 3Y | +48.1% | -8.9% | +57.0% | +44.5% |
| 5Y | +39.6% | -40.5% | +80.0% | +36.7% |
| 10Y | +131.8% | -57.0% | +188.8% | +101.0% |
| All | +217.7% | -40.8% | +258.5% | +175.3% |
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