-58.0%
NCLH vs DLR
+177.5%
-235.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -21.7% | -4.3% | -17.4% | -20.3% |
| 3M | -22.2% | +3.8% | -26.1% | -23.9% |
| 6M | -27.5% | +5.8% | -33.4% | -29.2% |
| YTD | -33.6% | +23.5% | -57.1% | -39.1% |
| 1Y | -45.0% | +11.1% | -56.1% | -47.4% |
| 3Y | -11.0% | +57.9% | -68.9% | -26.3% |
| 5Y | -39.7% | +44.0% | -83.7% | -49.7% |
| All | -58.0% | +177.5% | -235.4% | -73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling