-1.0%
NCLH vs DLR
+11.0%
-12.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.3% |
| 7D | +15.8% | +2.8% | +13.0% | +14.0% |
| 30D | +25.1% | +2.8% | +22.3% | +23.1% |
| 3M | -7.3% | -4.0% | -3.3% | -5.3% |
| 6M | +8.1% | -5.6% | +13.7% | +11.5% |
| YTD | -16.7% | +21.9% | -38.6% | -25.0% |
| 1Y | -1.0% | +13.0% | -14.0% | -10.9% |
| All | -1.0% | +11.0% | -12.0% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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