-21.8%
DXCM vs NCLH
-10.5%
-11.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.1% |
| 7D | -6.5% | -4.6% | -1.9% | -5.6% |
| 30D | -4.3% | -19.9% | +15.6% | -0.3% |
| 3M | +7.3% | -22.0% | +29.2% | +11.8% |
| 6M | +22.0% | -28.3% | +50.3% | +28.5% |
| YTD | +26.4% | -33.5% | +59.9% | +33.6% |
| 1Y | +7.0% | -41.5% | +48.5% | +15.7% |
| All | -21.8% | -10.5% | -11.3% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling