-41.4%
NCLH vs DG
-37.9%
-3.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -4.8% | -6.5% | +1.7% | -3.8% |
| 30D | -21.7% | +4.2% | -25.8% | -22.3% |
| 3M | -22.2% | +9.5% | -31.8% | -23.5% |
| 6M | -27.5% | -13.1% | -14.4% | -26.3% |
| YTD | -33.6% | -4.8% | -28.8% | -33.5% |
| 1Y | -45.0% | +20.6% | -65.6% | -46.8% |
| 3Y | -11.0% | +4.9% | -16.0% | -12.8% |
| All | -41.4% | -37.9% | -3.5% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling