-39.2%
NCLH vs D
+15.7%
-54.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.3% |
| 7D | -6.5% | +0.4% | -6.9% | -6.4% |
| 30D | -23.3% | -3.6% | -19.7% | -23.7% |
| 3M | -18.6% | -1.0% | -17.6% | -18.5% |
| 6M | -26.2% | +6.3% | -32.5% | -25.0% |
| YTD | -30.2% | +14.7% | -45.0% | -27.5% |
| 1Y | -39.2% | +16.9% | -56.1% | -38.1% |
| All | -39.2% | +15.7% | -54.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling