-37.2%
NCLH vs DECK
+1,280.0%
-1,317.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.8% |
| 7D | -6.5% | -2.2% | -4.3% | -5.5% |
| 30D | -23.3% | -13.6% | -9.7% | -18.0% |
| 3M | -18.6% | -21.2% | +2.6% | -9.3% |
| 6M | -26.2% | -21.1% | -5.2% | -17.7% |
| YTD | -30.2% | -17.2% | -13.0% | -24.9% |
| 1Y | -39.2% | -30.7% | -8.4% | -29.7% |
| 3Y | -5.1% | -3.4% | -1.7% | -13.2% |
| 5Y | -36.8% | +25.5% | -62.3% | -50.3% |
| 10Y | -56.3% | +714.7% | -770.9% | -80.5% |
| All | -37.2% | +1,280.0% | -1,317.1% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling