-36.5%
NCLH vs DECK
+23.3%
-59.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | +2.0% | +5.8% | -3.8% | -0.9% |
| 30D | +19.1% | +7.9% | +11.2% | +14.6% |
| 3M | -7.5% | -11.4% | +3.9% | -1.4% |
| 6M | +1.0% | -16.6% | +17.5% | +11.0% |
| YTD | -19.7% | -16.4% | -3.4% | -13.1% |
| 1Y | -1.8% | +8.6% | -10.4% | -7.8% |
| 3Y | +36.7% | -15.1% | +51.8% | +24.6% |
| All | -36.5% | +23.3% | -59.8% | -64.1% |
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