+4.8%
NCLH vs DOCN
-45.7%
+50.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -15.9% | +11.3% | -4.1% |
| 7D | -2.5% | -29.3% | +26.8% | -1.8% |
| 30D | +14.5% | -46.0% | +60.5% | +15.8% |
| 3M | -12.5% | -43.2% | +30.7% | -11.5% |
| 6M | +4.8% | -53.7% | +58.6% | +10.1% |
| All | +4.8% | -45.7% | +50.5% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling