-55.9%
NCLH vs DECK
+718.3%
-774.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.0% |
| 7D | -6.5% | -2.2% | -4.3% | -5.3% |
| 30D | -23.3% | -13.6% | -9.7% | -17.0% |
| 3M | -18.6% | -21.2% | +2.6% | -7.5% |
| 6M | -26.2% | -21.1% | -5.2% | -16.1% |
| YTD | -30.2% | -17.2% | -13.0% | -24.1% |
| 1Y | -39.2% | -30.7% | -8.4% | -28.0% |
| 3Y | -5.1% | -3.4% | -1.7% | -18.2% |
| 5Y | -36.8% | +25.5% | -62.3% | -55.6% |
| All | -55.9% | +718.3% | -774.2% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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