+38.1%
DVN vs NCLH
-40.8%
+79.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.2% |
| 7D | -0.1% | -4.6% | +4.5% | +1.2% |
| 30D | +8.0% | -19.9% | +27.9% | +14.8% |
| 3M | +11.9% | -22.0% | +33.9% | +18.0% |
| 6M | +10.6% | -28.3% | +38.9% | +16.8% |
| YTD | +35.4% | -33.5% | +68.8% | +43.4% |
| 1Y | +46.5% | -41.5% | +87.9% | +59.9% |
| 3Y | +3.0% | -8.9% | +11.9% | -11.0% |
| 5Y | +120.5% | -40.5% | +161.0% | +96.1% |
| 10Y | +62.5% | -57.0% | +119.4% | +30.1% |
| All | +38.1% | -40.8% | +79.0% | +11.6% |
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 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