-57.0%
NCLH vs D
+34.1%
-91.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.0% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -19.9% | -2.1% | -17.9% | -19.4% |
| 3M | -22.0% | -0.7% | -21.2% | -21.8% |
| 6M | -28.3% | +5.6% | -33.9% | -29.8% |
| YTD | -33.5% | +14.6% | -48.0% | -36.9% |
| 1Y | -41.5% | +15.3% | -56.8% | -44.8% |
| 3Y | -8.9% | +59.1% | -68.0% | -25.3% |
| 5Y | -40.5% | +3.9% | -44.4% | -43.0% |
| 10Y | -57.0% | +38.5% | -95.5% | -59.0% |
| All | -57.0% | +34.1% | -91.0% | -59.0% |
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