-27.7%
NCLH vs D
+131.7%
-159.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +2.0% | +3.0% | -1.0% | +1.1% |
| 30D | +19.1% | +11.5% | +7.6% | +15.0% |
| 3M | -7.5% | +3.7% | -11.2% | -8.6% |
| 6M | +1.0% | +13.5% | -12.6% | -3.3% |
| YTD | -19.7% | +20.7% | -40.4% | -25.0% |
| 1Y | -1.8% | +18.2% | -20.0% | -7.7% |
| 3Y | +36.7% | +73.3% | -36.6% | +10.6% |
| 5Y | -38.0% | +12.3% | -50.3% | -42.1% |
| 10Y | -51.6% | +43.4% | -95.0% | -57.6% |
| All | -27.7% | +131.7% | -159.4% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling