-37.8%
NCLH vs DOCU
-78.0%
+40.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.5% |
| 7D | -6.5% | +6.9% | -13.4% | -8.9% |
| 30D | -23.3% | +19.0% | -42.3% | -28.6% |
| 3M | -18.6% | +34.3% | -52.9% | -27.9% |
| 6M | -26.2% | +48.0% | -74.3% | -38.0% |
| YTD | -30.2% | 0.0% | -30.3% | -32.2% |
| 1Y | -39.2% | -10.3% | -28.9% | -38.9% |
| 3Y | -5.1% | +32.4% | -37.5% | -23.3% |
| All | -37.8% | -78.0% | +40.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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