+67.3%
DVN vs NCLH
-56.9%
+124.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +4.5% | -4.8% | +9.3% | +6.0% |
| 30D | +12.0% | -21.7% | +33.6% | +19.9% |
| 3M | +13.4% | -22.2% | +35.6% | +20.2% |
| 6M | +12.1% | -27.5% | +39.6% | +18.1% |
| YTD | +38.8% | -33.6% | +72.4% | +47.3% |
| 1Y | +46.0% | -45.0% | +91.0% | +63.3% |
| 3Y | +9.5% | -11.0% | +20.5% | -5.3% |
| 5Y | +125.3% | -39.7% | +165.0% | +97.8% |
| All | +67.3% | -56.9% | +124.2% | +73.5% |
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