-38.6%
NCLH vs DOC
-22.1%
-16.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -2.5% | +6.2% | -8.8% | -6.1% |
| 30D | +14.5% | +6.5% | +8.0% | +10.0% |
| 3M | -12.5% | -6.2% | -6.3% | -9.0% |
| 6M | +4.8% | +25.6% | -20.8% | -10.1% |
| YTD | -20.4% | +32.1% | -52.5% | -34.3% |
| 1Y | -4.6% | +20.3% | -24.9% | -16.2% |
| 3Y | +28.6% | +42.7% | -14.1% | -4.4% |
| 5Y | -38.6% | -22.2% | -16.4% | -20.2% |
| All | -38.6% | -22.1% | -16.5% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling