-41.2%
NCLH vs DLTR
+205.2%
-246.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -6.5% | -9.4% | +2.9% | -2.9% |
| 30D | -22.1% | -7.3% | -14.7% | -19.9% |
| 3M | -18.7% | +7.6% | -26.3% | -21.4% |
| 6M | -28.4% | +1.6% | -30.0% | -29.8% |
| YTD | -34.7% | -3.5% | -31.2% | -34.6% |
| 1Y | -42.7% | +20.0% | -62.7% | -47.6% |
| 3Y | -10.6% | +2.3% | -12.9% | -17.1% |
| 5Y | -40.7% | +31.5% | -72.3% | -52.4% |
| 10Y | -57.8% | +45.4% | -103.1% | -68.8% |
| All | -41.2% | +205.2% | -246.4% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling