-39.8%
NCLH vs DOCS
-20.2%
-19.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.6% |
| 7D | +2.7% | 0.0% | +2.7% | +2.8% |
| 30D | +18.4% | +7.8% | +10.6% | +16.4% |
| 3M | -4.3% | +20.0% | -24.2% | -8.6% |
| 6M | +7.9% | +26.5% | -18.6% | -0.7% |
| YTD | -17.4% | -25.8% | +8.3% | -14.3% |
| 1Y | -3.4% | -39.5% | +36.1% | +5.4% |
| 3Y | +44.4% | +60.3% | -15.9% | +9.5% |
| 5Y | -33.7% | -57.0% | +23.3% | -37.3% |
| All | -39.8% | -20.2% | -19.6% | -43.3% |
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