-56.3%
NCLH vs DOC
+21.5%
-77.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.8% | -3.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +17.9% | +6.6% | +11.3% | +12.3% |
| 3M | -4.5% | -1.1% | -3.4% | -3.9% |
| 6M | +12.9% | +4.8% | +8.0% | +8.6% |
| YTD | -19.1% | +32.1% | -51.2% | -36.1% |
| 1Y | -4.6% | +21.9% | -26.5% | -20.0% |
| 3Y | +37.0% | +51.4% | -14.4% | -7.5% |
| 5Y | -29.5% | -21.2% | -8.4% | -18.3% |
| All | -56.3% | +21.5% | -77.8% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling