-45.0%
NCLH vs DKS
-39.2%
-5.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -4.8% | -3.0% | -1.9% | -4.1% |
| 30D | -21.7% | -33.4% | +11.7% | -13.0% |
| 3M | -22.2% | -39.4% | +17.1% | -10.7% |
| 6M | -27.5% | -30.1% | +2.6% | -22.2% |
| YTD | -33.6% | -31.0% | -2.6% | -28.3% |
| 1Y | -45.0% | -40.2% | -4.8% | -39.3% |
| All | -45.0% | -39.2% | -5.8% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling