-28.3%
NCLH vs DKS
-30.2%
+1.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.6% |
| 7D | -4.6% | -2.9% | -1.7% | -4.1% |
| 30D | -19.9% | -37.7% | +17.8% | -9.1% |
| 3M | -22.0% | -38.9% | +17.0% | -11.5% |
| 6M | -28.3% | -31.1% | +2.8% | -26.2% |
| All | -28.3% | -30.2% | +1.9% | -26.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling