-36.5%
NCLH vs DOCN
-32.3%
-4.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.2% |
| 7D | +2.0% | -19.2% | +21.1% | +7.5% |
| 30D | +19.1% | -43.1% | +62.1% | +36.7% |
| 3M | -7.5% | -40.7% | +33.2% | +3.0% |
| 6M | +1.0% | -55.0% | +55.9% | +18.4% |
| YTD | -19.7% | +50.6% | -70.3% | -42.3% |
| 1Y | -1.8% | +54.0% | -55.7% | -30.3% |
| 3Y | +36.7% | +203.9% | -167.2% | -31.8% |
| All | -36.5% | -32.3% | -4.3% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling