+35.5%
NCLH vs DOCS
+50.6%
-15.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.9% |
| 7D | -2.5% | -1.3% | -1.2% | -2.3% |
| 30D | +14.5% | +19.4% | -4.9% | +11.6% |
| 3M | -12.5% | +53.4% | -65.9% | -18.5% |
| 6M | +4.8% | +28.8% | -23.9% | -0.5% |
| YTD | -20.4% | -25.1% | +4.6% | -17.6% |
| 1Y | -4.6% | -48.1% | +43.6% | +5.2% |
| All | +35.5% | +50.6% | -15.1% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling