-58.0%
NCLH vs DKS
+203.5%
-261.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.0% |
| 7D | -4.8% | -3.0% | -1.9% | -3.5% |
| 30D | -21.7% | -33.4% | +11.7% | -8.3% |
| 3M | -22.2% | -39.4% | +17.1% | -4.9% |
| 6M | -27.5% | -30.1% | +2.6% | -18.0% |
| YTD | -33.6% | -31.0% | -2.6% | -24.5% |
| 1Y | -45.0% | -40.2% | -4.8% | -33.4% |
| 3Y | -11.0% | +30.9% | -42.0% | -30.7% |
| 5Y | -39.7% | +14.0% | -53.8% | -53.3% |
| All | -58.0% | +203.5% | -261.4% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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