-39.2%
NCLH vs DGX
+33.7%
-72.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -6.5% | -2.3% | -4.2% | -6.0% |
| 30D | -23.3% | +0.6% | -23.9% | -23.4% |
| 3M | -18.6% | +21.4% | -40.0% | -22.1% |
| 6M | -26.2% | +14.7% | -41.0% | -28.7% |
| YTD | -30.2% | +38.4% | -68.7% | -36.0% |
| 1Y | -39.2% | +34.0% | -73.1% | -44.4% |
| All | -39.2% | +33.7% | -72.8% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling