-29.0%
NCLH vs DOCN
+108.0%
-137.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.5% |
| 7D | +0.2% | +19.1% | -18.9% | -4.3% |
| 30D | +20.8% | -21.0% | +41.8% | +26.6% |
| 3M | -8.1% | -34.7% | +26.6% | -0.6% |
| 6M | +11.8% | -45.8% | +57.6% | +23.7% |
| YTD | -19.5% | +79.4% | -98.9% | -42.7% |
| 1Y | -3.2% | +91.0% | -94.2% | -32.7% |
| 3Y | +37.1% | +237.5% | -200.4% | -26.8% |
| 5Y | -29.9% | -30.4% | +0.5% | -54.6% |
| All | -29.0% | +108.0% | -137.0% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling