-41.2%
NCLH vs DGX
+400.5%
-441.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.1% |
| 7D | -6.5% | -3.5% | -3.1% | -5.1% |
| 30D | -22.1% | -2.7% | -19.4% | -21.1% |
| 3M | -18.7% | +13.9% | -32.6% | -23.6% |
| 6M | -28.4% | +16.0% | -44.4% | -33.4% |
| YTD | -34.7% | +34.9% | -69.7% | -43.5% |
| 1Y | -42.7% | +30.6% | -73.3% | -49.8% |
| 3Y | -10.6% | +93.0% | -103.6% | -36.6% |
| 5Y | -40.7% | +64.4% | -105.2% | -55.6% |
| 10Y | -57.8% | +248.1% | -305.9% | -80.3% |
| All | -41.2% | +400.5% | -441.8% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling