-41.5%
NCLH vs DOCS
-21.0%
-20.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.4% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | +19.1% | +17.4% | +1.7% | +14.8% |
| 3M | -7.5% | +57.4% | -64.8% | -18.1% |
| 6M | +1.0% | +26.5% | -25.6% | -7.2% |
| YTD | -19.7% | -26.6% | +6.9% | -16.5% |
| 1Y | -1.8% | -48.1% | +46.3% | +11.0% |
| 3Y | +36.7% | +52.6% | -15.9% | +5.1% |
| 5Y | -38.0% | -52.1% | +14.0% | -41.7% |
| All | -41.5% | -21.0% | -20.4% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling