-37.2%
NCLH vs DD
+205.5%
-242.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -6.5% | -3.5% | -3.0% | -3.9% |
| 30D | -23.3% | -10.3% | -13.0% | -16.8% |
| 3M | -18.6% | -7.5% | -11.1% | -13.9% |
| 6M | -26.2% | -8.0% | -18.2% | -22.1% |
| YTD | -30.2% | +10.5% | -40.7% | -36.2% |
| 1Y | -39.2% | +38.3% | -77.4% | -54.1% |
| 3Y | -5.1% | +42.5% | -47.5% | -32.8% |
| 5Y | -36.8% | +60.2% | -96.9% | -58.5% |
| 10Y | -56.3% | +68.9% | -125.1% | -76.4% |
| All | -37.2% | +205.5% | -242.7% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling