-39.2%
NCLH vs DOCS
-60.9%
+21.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.1% |
| 7D | -6.5% | -1.4% | -5.1% | -6.4% |
| 30D | -23.3% | +21.8% | -45.1% | -24.3% |
| 3M | -18.6% | +27.3% | -45.9% | -20.0% |
| 6M | -26.2% | -0.3% | -25.9% | -27.1% |
| YTD | -30.2% | -40.5% | +10.3% | -25.7% |
| 1Y | -39.2% | -61.5% | +22.4% | -30.6% |
| All | -39.2% | -60.9% | +21.7% | -30.6% |
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