-56.6%
NCLH vs D
+48.0%
-104.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.2% | -1.4% | +1.6% | +0.7% |
| 30D | +20.8% | +7.7% | +13.0% | +17.9% |
| 3M | -8.1% | -0.3% | -7.8% | -8.1% |
| 6M | +11.8% | +10.1% | +1.8% | +8.1% |
| YTD | -19.5% | +19.1% | -38.6% | -24.6% |
| 1Y | -3.2% | +15.9% | -19.1% | -8.7% |
| 3Y | +37.1% | +75.0% | -37.9% | +9.2% |
| 5Y | -29.9% | +13.4% | -43.3% | -34.9% |
| All | -56.6% | +48.0% | -104.6% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling