-70.1%
NCLH vs DBX
+16.6%
-86.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | +0.3% |
| 7D | -0.3% | -1.3% | +1.1% | +0.3% |
| 30D | -20.1% | -2.9% | -17.2% | -19.1% |
| 3M | -17.0% | +23.8% | -40.9% | -25.5% |
| 6M | -23.2% | +26.2% | -49.4% | -33.2% |
| YTD | -31.0% | +21.6% | -52.7% | -38.9% |
| 1Y | -37.3% | +11.4% | -48.7% | -42.2% |
| 3Y | -5.6% | +21.3% | -26.9% | -19.7% |
| 5Y | -37.0% | +6.7% | -43.6% | -44.5% |
| All | -70.1% | +16.6% | -86.6% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling