-41.2%
NCLH vs DE
+864.5%
-905.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -6.5% | -2.4% | -4.2% | -5.0% |
| 30D | -22.1% | +9.7% | -31.8% | -27.4% |
| 3M | -18.7% | +21.4% | -40.1% | -29.6% |
| 6M | -28.4% | +15.0% | -43.4% | -36.1% |
| YTD | -34.7% | +46.4% | -81.1% | -51.8% |
| 1Y | -42.7% | +45.6% | -88.3% | -57.8% |
| 3Y | -10.6% | +76.8% | -87.4% | -43.6% |
| 5Y | -40.7% | +99.4% | -140.2% | -66.6% |
| 10Y | -57.8% | +864.6% | -922.3% | -89.3% |
| All | -41.2% | +864.5% | -905.7% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling