-58.0%
NCLH vs DD
+66.6%
-124.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -4.8% | -3.5% | -1.3% | -1.9% |
| 30D | -21.7% | -11.7% | -10.0% | -12.9% |
| 3M | -22.2% | -9.2% | -13.0% | -15.9% |
| 6M | -27.5% | -7.2% | -20.3% | -23.6% |
| YTD | -33.6% | +6.6% | -40.2% | -38.4% |
| 1Y | -45.0% | +32.0% | -77.0% | -58.8% |
| 3Y | -11.0% | +42.1% | -53.2% | -41.1% |
| 5Y | -39.7% | +58.1% | -97.8% | -63.7% |
| All | -58.0% | +66.6% | -124.5% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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