-37.9%
NCLH vs DLR
+351.7%
-389.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.4% |
| 7D | -0.3% | +3.4% | -3.7% | -1.5% |
| 30D | -20.1% | -2.2% | -17.8% | -19.5% |
| 3M | -17.0% | +4.7% | -21.8% | -18.7% |
| 6M | -23.2% | +9.0% | -32.3% | -25.5% |
| YTD | -31.0% | +24.1% | -55.2% | -36.1% |
| 1Y | -37.3% | +20.9% | -58.2% | -41.4% |
| 3Y | -5.6% | +60.0% | -65.6% | -19.8% |
| 5Y | -37.0% | +35.3% | -72.3% | -45.3% |
| 10Y | -55.3% | +165.8% | -221.0% | -67.5% |
| All | -37.9% | +351.7% | -389.7% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling