-36.5%
NCLH vs DOCU
-71.0%
+34.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | +2.0% | -5.5% | +7.5% | +4.2% |
| 30D | +19.1% | +12.6% | +6.4% | +13.5% |
| 3M | -7.5% | +36.4% | -43.9% | -18.9% |
| 6M | +1.0% | +66.8% | -65.8% | -19.2% |
| YTD | -19.7% | +13.5% | -33.2% | -26.2% |
| 1Y | -1.8% | +11.3% | -13.1% | -9.3% |
| 3Y | +36.7% | +92.1% | -55.4% | -6.2% |
| All | -36.5% | -71.0% | +34.5% | -34.6% |
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