-1.8%
NCLH vs DOC
+20.9%
-22.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +2.0% | +6.5% | -4.5% | -0.9% |
| 30D | +19.1% | +9.2% | +9.9% | +14.2% |
| 3M | -7.5% | -2.5% | -5.0% | -6.6% |
| 6M | +1.0% | +7.1% | -6.1% | -1.5% |
| YTD | -19.7% | +33.0% | -52.7% | -27.7% |
| 1Y | -1.8% | +23.3% | -25.0% | -8.3% |
| All | -1.8% | +20.9% | -22.7% | -8.3% |
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