-37.2%
NCLH vs DOC
+1.5%
-38.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.0% |
| 7D | -6.5% | -1.5% | -5.0% | -5.6% |
| 30D | -23.3% | -4.8% | -18.5% | -20.8% |
| 3M | -18.6% | +6.9% | -25.5% | -22.1% |
| 6M | -26.2% | +20.7% | -47.0% | -35.4% |
| YTD | -30.2% | +34.1% | -64.4% | -43.3% |
| 1Y | -39.2% | +22.6% | -61.8% | -47.7% |
| 3Y | -5.1% | +20.8% | -25.9% | -19.9% |
| 5Y | -36.8% | -24.9% | -11.9% | -26.4% |
| 10Y | -56.3% | -1.8% | -54.5% | -57.0% |
| All | -37.2% | +1.5% | -38.7% | -42.2% |
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 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