+41.1%
DVN vs NCLH
-42.0%
+83.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.7% |
| 7D | +2.5% | -6.5% | +9.1% | +4.5% |
| 30D | +10.2% | -22.1% | +32.3% | +18.0% |
| 3M | +8.1% | -18.7% | +26.8% | +12.7% |
| 6M | +15.9% | -28.4% | +44.3% | +22.4% |
| YTD | +38.2% | -34.7% | +73.0% | +47.3% |
| 1Y | +44.5% | -42.7% | +87.2% | +58.7% |
| 3Y | +5.1% | -10.6% | +15.8% | -8.6% |
| 5Y | +124.3% | -40.7% | +165.1% | +99.4% |
| 10Y | +65.9% | -57.8% | +123.7% | +33.6% |
| All | +41.1% | -42.0% | +83.0% | +14.6% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling