-12.5%
NCLH vs DBX
+25.2%
-37.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.4% |
| 7D | -6.5% | -1.8% | -4.7% | -6.0% |
| 30D | -22.1% | +2.8% | -24.9% | -23.0% |
| 3M | -18.7% | +26.8% | -45.5% | -25.5% |
| 6M | -28.4% | +32.8% | -61.2% | -36.4% |
| YTD | -34.7% | +26.1% | -60.8% | -40.7% |
| 1Y | -42.7% | +14.1% | -56.8% | -45.7% |
| All | -12.5% | +25.2% | -37.7% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling