-41.4%
NCLH vs DLTR
+30.4%
-71.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -4.8% | -10.1% | +5.3% | -1.3% |
| 30D | -21.7% | -8.1% | -13.6% | -19.5% |
| 3M | -22.2% | +2.9% | -25.1% | -23.3% |
| 6M | -27.5% | +4.3% | -31.9% | -29.4% |
| YTD | -33.6% | -3.9% | -29.7% | -33.3% |
| 1Y | -45.0% | +18.9% | -63.9% | -48.8% |
| 3Y | -11.0% | +1.9% | -13.0% | -16.0% |
| All | -41.4% | +30.4% | -71.8% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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