+384.5%
DXCM vs NCLH
-53.4%
+437.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.5% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | -0.2% | +20.8% | -20.9% | -3.2% |
| 3M | -8.9% | -8.1% | -0.8% | -8.0% |
| 6M | +42.3% | +11.8% | +30.4% | +38.6% |
| YTD | +25.6% | -19.5% | +45.1% | +27.4% |
| 1Y | +39.5% | -3.2% | +42.8% | +37.3% |
| 3Y | -15.3% | +37.1% | -52.4% | -23.1% |
| 5Y | -48.4% | -29.9% | -18.5% | -51.1% |
| All | +384.5% | -53.4% | +437.9% | +383.6% |
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 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