-58.0%
NCLH vs DGX
+255.3%
-313.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.0% |
| 7D | -4.8% | -0.9% | -3.9% | -4.4% |
| 30D | -21.7% | -1.2% | -20.5% | -21.3% |
| 3M | -22.2% | +15.8% | -38.0% | -27.4% |
| 6M | -27.5% | +18.2% | -45.7% | -33.1% |
| YTD | -33.6% | +37.2% | -70.8% | -43.1% |
| 1Y | -45.0% | +30.4% | -75.3% | -51.8% |
| 3Y | -11.0% | +96.7% | -107.8% | -38.0% |
| 5Y | -39.7% | +67.2% | -106.9% | -55.5% |
| All | -58.0% | +255.3% | -313.3% | -84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling