-41.4%
NCLH vs DGX
+66.8%
-108.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | -21.7% | -1.2% | -20.5% | -21.4% |
| 3M | -22.2% | +15.8% | -38.0% | -25.8% |
| 6M | -27.5% | +18.2% | -45.7% | -31.4% |
| YTD | -33.6% | +37.2% | -70.8% | -40.3% |
| 1Y | -45.0% | +30.4% | -75.3% | -49.7% |
| 3Y | -11.0% | +96.7% | -107.8% | -31.7% |
| All | -41.4% | +66.8% | -108.2% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling