-41.0%
NCLH vs DOCS
-19.4%
-21.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +17.9% | +8.7% | +9.2% | +15.7% |
| 3M | -4.5% | +32.9% | -37.4% | -11.0% |
| 6M | +12.9% | +25.5% | -12.6% | +4.1% |
| YTD | -19.1% | -25.0% | +5.9% | -16.2% |
| 1Y | -4.6% | -34.9% | +30.2% | +2.1% |
| 3Y | +37.0% | +39.3% | -2.3% | +8.8% |
| 5Y | -29.5% | -54.8% | +25.3% | -33.7% |
| All | -41.0% | -19.4% | -21.6% | -44.6% |
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 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