-37.9%
NCLH vs DG
+233.3%
-271.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -0.4% |
| 7D | -0.3% | -2.5% | +2.2% | +0.2% |
| 30D | -20.1% | +1.0% | -21.1% | -20.3% |
| 3M | -17.0% | +20.3% | -37.4% | -20.1% |
| 6M | -23.2% | -11.7% | -11.5% | -21.7% |
| YTD | -31.0% | -2.3% | -28.7% | -31.2% |
| 1Y | -37.3% | +20.0% | -57.3% | -40.0% |
| 3Y | -5.6% | +7.2% | -12.8% | -10.2% |
| 5Y | -37.0% | -37.9% | +1.0% | -32.6% |
| 10Y | -55.3% | +107.3% | -162.6% | -66.7% |
| All | -37.9% | +233.3% | -271.2% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling