-27.2%
NCLH vs DOCN
+88.7%
-115.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.0% | -5.2% | +0.8% |
| 7D | +2.7% | -12.8% | +15.5% | +5.8% |
| 30D | +18.4% | -41.9% | +60.3% | +34.0% |
| 3M | -4.3% | -36.9% | +32.7% | +4.2% |
| 6M | +7.9% | -52.2% | +60.1% | +23.6% |
| YTD | -17.4% | +62.7% | -80.1% | -39.7% |
| 1Y | -3.4% | +58.2% | -61.6% | -29.0% |
| 3Y | +44.4% | +219.5% | -175.0% | -21.9% |
| 5Y | -33.7% | -32.9% | -0.8% | -56.0% |
| All | -27.2% | +88.7% | -115.9% | -55.2% |
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