-41.4%
NCLH vs DLR
+43.3%
-84.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -21.7% | -4.3% | -17.4% | -19.8% |
| 3M | -22.2% | +3.8% | -26.1% | -24.5% |
| 6M | -27.5% | +5.8% | -33.4% | -30.0% |
| YTD | -33.6% | +23.5% | -57.1% | -41.1% |
| 1Y | -45.0% | +11.1% | -56.1% | -48.4% |
| 3Y | -11.0% | +57.9% | -68.9% | -32.7% |
| All | -41.4% | +43.3% | -84.8% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling