-27.6%
NCLH vs DD
+257.1%
-284.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | +0.2% | +5.0% | -4.7% | -3.4% |
| 30D | +20.8% | +19.7% | +1.1% | +4.9% |
| 3M | -8.1% | +7.2% | -15.3% | -13.4% |
| 6M | +11.8% | +1.0% | +10.8% | +9.6% |
| YTD | -19.5% | +29.1% | -48.6% | -35.0% |
| 1Y | -3.2% | +28.5% | -31.7% | -21.4% |
| 3Y | +37.1% | +89.4% | -52.4% | -22.5% |
| 5Y | -29.9% | +67.1% | -97.1% | -55.5% |
| 10Y | -53.3% | +97.5% | -150.8% | -77.7% |
| All | -27.6% | +257.1% | -284.6% | -70.2% |
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