-71.2%
NCLH vs DBX
+22.6%
-93.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.0% |
| 7D | -4.8% | +2.1% | -6.9% | -5.8% |
| 30D | -21.7% | +5.7% | -27.4% | -23.9% |
| 3M | -22.2% | +31.8% | -54.0% | -32.2% |
| 6M | -27.5% | +37.5% | -65.0% | -39.6% |
| YTD | -33.6% | +27.9% | -61.5% | -42.7% |
| 1Y | -45.0% | +15.0% | -60.0% | -50.1% |
| 3Y | -11.0% | +27.2% | -38.2% | -26.1% |
| 5Y | -39.7% | +12.8% | -52.5% | -48.4% |
| All | -71.2% | +22.6% | -93.8% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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