-35.7%
NCLH vs DOC
-21.9%
-13.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +4.8% |
| 7D | +15.8% | +8.7% | +7.1% | +10.1% |
| 30D | +25.1% | +7.6% | +17.4% | +19.4% |
| 3M | -7.3% | -5.3% | -2.1% | -4.2% |
| 6M | +8.1% | +27.6% | -19.5% | -8.2% |
| YTD | -16.7% | +32.4% | -49.1% | -31.3% |
| 1Y | -1.0% | +22.9% | -23.9% | -14.3% |
| 3Y | +34.7% | +43.1% | -8.4% | 0.0% |
| All | -35.7% | -21.9% | -13.8% | -16.6% |
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 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