-37.2%
NCLH vs D
+122.3%
-159.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -6.5% | +1.5% | -7.9% | -6.9% |
| 30D | -23.3% | -2.6% | -20.7% | -22.7% |
| 3M | -18.6% | 0.0% | -18.6% | -18.7% |
| 6M | -26.2% | +7.4% | -33.6% | -28.2% |
| YTD | -30.2% | +15.9% | -46.1% | -34.0% |
| 1Y | -39.2% | +18.1% | -57.3% | -42.9% |
| 3Y | -5.1% | +58.4% | -63.4% | -21.2% |
| 5Y | -36.8% | +5.2% | -42.0% | -39.8% |
| 10Y | -56.3% | +35.9% | -92.1% | -61.1% |
| All | -37.2% | +122.3% | -159.5% | -48.3% |
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 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