-37.8%
NCLH vs DECK
+25.5%
-63.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.9% |
| 7D | -6.5% | -2.2% | -4.3% | -5.4% |
| 30D | -23.3% | -13.6% | -9.7% | -17.4% |
| 3M | -18.6% | -21.2% | +2.6% | -8.2% |
| 6M | -26.2% | -21.1% | -5.2% | -16.8% |
| YTD | -30.2% | -17.2% | -13.0% | -24.3% |
| 1Y | -39.2% | -30.7% | -8.4% | -28.5% |
| 3Y | -5.1% | -3.4% | -1.7% | -20.4% |
| All | -37.8% | +25.5% | -63.4% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling