-39.2%
NCLH vs DOC
+23.9%
-63.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.7% |
| 7D | -6.5% | -1.5% | -5.0% | -5.8% |
| 30D | -23.3% | -4.8% | -18.5% | -21.5% |
| 3M | -18.6% | +6.9% | -25.5% | -20.7% |
| 6M | -26.2% | +20.7% | -47.0% | -31.9% |
| YTD | -30.2% | +34.1% | -64.4% | -38.9% |
| 1Y | -39.2% | +22.6% | -61.8% | -43.5% |
| All | -39.2% | +23.9% | -63.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling