-56.6%
NCLH vs DOC
+21.2%
-77.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | +0.2% | -0.9% | +1.1% | +0.9% |
| 30D | +20.8% | +7.7% | +13.0% | +14.1% |
| 3M | -8.1% | -2.0% | -6.1% | -6.9% |
| 6M | +11.8% | +5.9% | +6.0% | +6.8% |
| YTD | -19.5% | +31.8% | -51.4% | -36.4% |
| 1Y | -3.2% | +22.5% | -25.8% | -19.1% |
| 3Y | +37.1% | +54.7% | -17.6% | -9.1% |
| 5Y | -29.9% | -21.3% | -8.6% | -18.6% |
| All | -56.6% | +21.2% | -77.8% | -57.6% |
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