-29.8%
NCLH vs DOCN
+70.4%
-100.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -15.9% | +11.3% | -0.5% |
| 7D | -2.5% | -29.3% | +26.8% | +5.8% |
| 30D | +14.5% | -46.0% | +60.5% | +32.0% |
| 3M | -12.5% | -43.2% | +30.7% | -2.2% |
| 6M | +4.8% | -53.7% | +58.6% | +20.6% |
| YTD | -20.4% | +46.9% | -67.4% | -40.3% |
| 1Y | -4.6% | +54.3% | -58.9% | -29.9% |
| 3Y | +28.6% | +185.5% | -156.9% | -28.5% |
| 5Y | -38.6% | -31.1% | -7.5% | -58.3% |
| All | -29.8% | +70.4% | -100.2% | -55.7% |
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