-1.8%
NCLH vs DOCS
-49.1%
+47.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.0% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +19.1% | +17.4% | +1.7% | +18.1% |
| 3M | -7.5% | +57.4% | -64.8% | -9.4% |
| 6M | +1.0% | +26.5% | -25.6% | -1.1% |
| YTD | -19.7% | -26.6% | +6.9% | -17.8% |
| 1Y | -1.8% | -48.1% | +46.3% | +2.1% |
| All | -1.8% | -49.1% | +47.4% | +2.1% |
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