-38.5%
NCLH vs DOCN
+171.0%
-209.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.9% |
| 7D | -6.5% | +1.1% | -7.6% | -6.8% |
| 30D | -23.3% | -9.6% | -13.7% | -21.8% |
| 3M | -18.6% | -37.7% | +19.1% | -10.0% |
| 6M | -26.2% | +115.2% | -141.5% | -47.2% |
| YTD | -30.2% | +133.7% | -164.0% | -52.3% |
| 1Y | -39.2% | +250.2% | -289.3% | -64.3% |
| 3Y | -5.1% | +320.3% | -325.4% | -51.0% |
| 5Y | -36.8% | +53.1% | -89.9% | -61.9% |
| All | -38.5% | +171.0% | -209.5% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling