-28.4%
NCLH vs DECK
+1,311.0%
-1,339.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -3.8% |
| 7D | -2.5% | +6.0% | -8.5% | -5.0% |
| 30D | +14.5% | +7.4% | +7.1% | +11.0% |
| 3M | -12.5% | -11.7% | -0.9% | -7.3% |
| 6M | +4.8% | -11.0% | +15.8% | +10.7% |
| YTD | -20.4% | -15.4% | -5.1% | -15.1% |
| 1Y | -4.6% | +7.2% | -11.8% | -8.8% |
| 3Y | +28.6% | -11.8% | +40.4% | +24.6% |
| 5Y | -38.6% | +24.3% | -62.9% | -51.1% |
| 10Y | -52.0% | +907.5% | -959.5% | -79.4% |
| All | -28.4% | +1,311.0% | -1,339.3% | -69.4% |
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