-37.0%
NCLH vs D
+8.5%
-45.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -0.3% | +0.8% | -1.0% | -0.4% |
| 30D | -20.1% | -0.7% | -19.3% | -19.9% |
| 3M | -17.0% | +2.1% | -19.1% | -17.4% |
| 6M | -23.2% | +6.8% | -30.1% | -24.5% |
| YTD | -31.0% | +16.5% | -47.6% | -33.7% |
| 1Y | -37.3% | +19.2% | -56.4% | -40.2% |
| 3Y | -5.6% | +61.9% | -67.4% | -19.2% |
| 5Y | -37.0% | +6.5% | -43.5% | -40.8% |
| All | -37.0% | +8.5% | -45.5% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling