-55.9%
NCLH vs DOC
-2.1%
-53.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.2% |
| 7D | -6.5% | -1.5% | -5.0% | -5.4% |
| 30D | -23.3% | -4.8% | -18.5% | -20.5% |
| 3M | -18.6% | +6.9% | -25.5% | -22.7% |
| 6M | -26.2% | +20.7% | -47.0% | -36.9% |
| YTD | -30.2% | +34.1% | -64.4% | -45.4% |
| 1Y | -39.2% | +22.6% | -61.8% | -49.1% |
| 3Y | -5.1% | +20.8% | -25.9% | -22.9% |
| 5Y | -36.8% | -24.9% | -11.9% | -23.9% |
| All | -55.9% | -2.1% | -53.8% | -57.2% |
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