-56.6%
NCLH vs DECK
+753.0%
-809.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -2.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +20.8% | +4.8% | +16.0% | +17.8% |
| 3M | -8.1% | -6.9% | -1.2% | -4.4% |
| 6M | +11.8% | -7.6% | +19.4% | +16.6% |
| YTD | -19.5% | -16.3% | -3.3% | -13.0% |
| 1Y | -3.2% | +4.5% | -7.7% | -7.6% |
| 3Y | +37.1% | -17.1% | +54.2% | +32.2% |
| 5Y | -29.9% | +21.9% | -51.8% | -49.5% |
| All | -56.6% | +753.0% | -809.5% | -85.5% |
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