-1.0%
NCLH vs DOCS
-47.4%
+46.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.3% | +0.4% | +6.3% |
| 7D | +15.8% | +1.2% | +14.6% | +15.7% |
| 30D | +25.1% | +21.3% | +3.8% | +23.7% |
| 3M | -7.3% | +58.4% | -65.7% | -9.4% |
| 6M | +8.1% | +39.3% | -31.2% | +5.3% |
| YTD | -16.7% | -21.7% | +5.0% | -14.9% |
| 1Y | -1.0% | -47.3% | +46.3% | +4.0% |
| All | -1.0% | -47.4% | +46.4% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling