-41.4%
NCLH vs DBX
+11.7%
-53.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +0.9% |
| 7D | -4.8% | +2.1% | -6.9% | -6.0% |
| 30D | -21.7% | +5.7% | -27.4% | -24.4% |
| 3M | -22.2% | +31.8% | -54.0% | -34.1% |
| 6M | -27.5% | +37.5% | -65.0% | -42.0% |
| YTD | -33.6% | +27.9% | -61.5% | -44.4% |
| 1Y | -45.0% | +15.0% | -60.0% | -50.9% |
| 3Y | -11.0% | +27.2% | -38.2% | -31.6% |
| All | -41.4% | +11.7% | -53.1% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling