-25.6%
NCLH vs DOCN
+110.0%
-135.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.6% | -7.9% | -0.7% |
| 7D | +1.2% | +3.7% | -2.5% | -0.1% |
| 30D | +22.6% | -33.7% | +56.3% | +34.1% |
| 3M | +0.6% | -27.9% | +28.5% | +6.0% |
| 6M | +13.5% | -46.4% | +60.0% | +26.1% |
| YTD | -15.7% | +81.1% | -96.8% | -40.1% |
| 1Y | 0.0% | +74.3% | -74.3% | -28.3% |
| 3Y | +42.8% | +245.8% | -203.0% | -24.2% |
| 5Y | -28.4% | -23.7% | -4.7% | -53.9% |
| All | -25.6% | +110.0% | -135.6% | -55.5% |
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