-58.0%
NCLH vs DG
+101.8%
-159.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -4.8% | -6.5% | +1.7% | -3.7% |
| 30D | -21.7% | +4.2% | -25.8% | -22.3% |
| 3M | -22.2% | +9.5% | -31.8% | -23.6% |
| 6M | -27.5% | -13.1% | -14.4% | -26.1% |
| YTD | -33.6% | -4.8% | -28.8% | -33.4% |
| 1Y | -45.0% | +20.6% | -65.6% | -47.1% |
| 3Y | -11.0% | +4.9% | -16.0% | -14.2% |
| 5Y | -39.7% | -37.9% | -1.9% | -35.2% |
| All | -58.0% | +101.8% | -159.7% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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