-10.9%
NCLH vs DG
+4.6%
-15.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.9% | -3.2% |
| 7D | -4.6% | -4.8% | +0.2% | -4.1% |
| 30D | -19.9% | +1.8% | -21.7% | -20.2% |
| 3M | -22.0% | +14.5% | -36.4% | -23.2% |
| 6M | -28.3% | -13.6% | -14.7% | -27.8% |
| YTD | -33.5% | -4.8% | -28.6% | -33.6% |
| 1Y | -41.5% | +21.6% | -63.0% | -42.6% |
| All | -10.9% | +4.6% | -15.5% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling