-25.0%
NCLH vs DOC
+0.2%
-25.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +4.7% |
| 7D | +15.8% | +8.7% | +7.1% | +9.9% |
| 30D | +25.1% | +7.6% | +17.4% | +19.2% |
| 3M | -7.3% | -5.3% | -2.1% | -4.1% |
| 6M | +8.1% | +27.6% | -19.5% | -8.9% |
| YTD | -16.7% | +32.4% | -49.1% | -31.8% |
| 1Y | -1.0% | +22.9% | -23.9% | -15.0% |
| 3Y | +34.7% | +43.1% | -8.4% | +1.8% |
| 5Y | -30.6% | -21.4% | -9.3% | -21.5% |
| 10Y | -49.7% | +16.8% | -66.6% | -51.7% |
| All | -25.0% | +0.2% | -25.1% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling