-10.9%
NCLH vs DLR
+58.6%
-69.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -4.6% | +2.9% | -7.5% | -6.1% |
| 30D | -19.9% | -1.2% | -18.8% | -19.5% |
| 3M | -22.0% | +2.9% | -24.9% | -23.8% |
| 6M | -28.3% | +6.7% | -35.0% | -31.0% |
| YTD | -33.5% | +23.9% | -57.3% | -40.9% |
| 1Y | -41.5% | +18.6% | -60.1% | -47.0% |
| All | -10.9% | +58.6% | -69.5% | -29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling