-11.0%
NCLH vs DE
+74.6%
-85.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | -4.8% | -2.6% | -2.3% | -3.6% |
| 30D | -21.7% | +9.0% | -30.7% | -25.4% |
| 3M | -22.2% | +19.1% | -41.4% | -29.6% |
| 6M | -27.5% | +14.4% | -41.9% | -33.2% |
| YTD | -33.6% | +45.9% | -79.5% | -48.3% |
| 1Y | -45.0% | +43.6% | -88.6% | -57.0% |
| 3Y | -11.0% | +75.9% | -86.9% | -38.0% |
| All | -11.0% | +74.6% | -85.7% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 3y: compounded portfolio wealth divided by compounded DE 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…
3y analysis · Full analysis span regression · 6 months rolling