-49.1%
NCLH vs DOCS
-36.0%
-13.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.5% |
| 7D | -6.5% | -1.4% | -5.1% | -6.2% |
| 30D | -23.3% | +21.8% | -45.1% | -27.8% |
| 3M | -18.6% | +27.3% | -45.9% | -24.3% |
| 6M | -26.2% | -0.3% | -25.9% | -28.3% |
| YTD | -30.2% | -40.5% | +10.3% | -23.7% |
| 1Y | -39.2% | -61.5% | +22.4% | -26.0% |
| 3Y | -5.1% | +8.2% | -13.2% | -20.1% |
| 5Y | -36.8% | -73.4% | +36.7% | -36.0% |
| All | -49.1% | -36.0% | -13.1% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling