-37.1%
NCLH vs DOCS
-50.9%
+13.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.4% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | +14.5% | +19.4% | -4.9% | +9.4% |
| 3M | -12.5% | +53.4% | -65.9% | -23.3% |
| 6M | +4.8% | +28.8% | -23.9% | -5.1% |
| YTD | -20.4% | -25.1% | +4.6% | -17.0% |
| 1Y | -4.6% | -48.1% | +43.6% | +10.3% |
| 3Y | +28.6% | +51.4% | -22.8% | -8.2% |
| All | -37.1% | -50.9% | +13.7% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling