-36.5%
NCLH vs DOC
-21.4%
-15.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | +2.0% | +6.5% | -4.5% | -1.9% |
| 30D | +19.1% | +9.2% | +9.9% | +12.6% |
| 3M | -7.5% | -2.5% | -5.0% | -6.1% |
| 6M | +1.0% | +7.1% | -6.1% | -3.4% |
| YTD | -19.7% | +33.0% | -52.7% | -34.0% |
| 1Y | -1.8% | +23.3% | -25.0% | -15.1% |
| 3Y | +36.7% | +44.9% | -8.2% | +0.5% |
| All | -36.5% | -21.4% | -15.1% | -19.2% |
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