-40.1%
NCLH vs DINO
+304.6%
-344.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.4% | -3.4% |
| 7D | -4.6% | +2.0% | -6.6% | -5.4% |
| 30D | -19.9% | +27.7% | -47.6% | -27.9% |
| 3M | -22.0% | +56.3% | -78.3% | -36.3% |
| 6M | -28.3% | +107.6% | -135.8% | -49.4% |
| YTD | -33.5% | +140.2% | -173.6% | -57.0% |
| 1Y | -41.5% | +113.0% | -154.5% | -60.3% |
| 3Y | -8.9% | +100.1% | -109.0% | -38.7% |
| 5Y | -40.5% | +328.7% | -369.2% | -73.6% |
| 10Y | -57.0% | +489.2% | -546.1% | -82.2% |
| All | -40.1% | +304.6% | -344.7% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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