+36.7%
NCLH vs DOC
+44.2%
-7.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | +2.0% | +6.5% | -4.5% | -1.3% |
| 30D | +19.1% | +9.2% | +9.9% | +13.6% |
| 3M | -7.5% | -2.5% | -5.0% | -6.3% |
| 6M | +1.0% | +7.1% | -6.1% | -2.5% |
| YTD | -19.7% | +33.0% | -52.7% | -31.4% |
| 1Y | -1.8% | +23.3% | -25.0% | -12.5% |
| 3Y | +36.7% | +44.9% | -8.2% | +2.6% |
| All | +36.7% | +44.2% | -7.5% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling