-29.6%
NCLH vs DOCU
-69.6%
+40.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.8% |
| 7D | +0.2% | +4.1% | -3.8% | -1.3% |
| 30D | +20.8% | +7.4% | +13.4% | +17.3% |
| 3M | -8.1% | +26.0% | -34.1% | -16.8% |
| 6M | +11.8% | +79.2% | -67.4% | -12.8% |
| YTD | -19.5% | +18.1% | -37.6% | -27.2% |
| 1Y | -3.2% | +20.5% | -23.8% | -13.4% |
| 3Y | +37.1% | +96.4% | -59.3% | -6.8% |
| All | -29.6% | -69.6% | +40.1% | -26.7% |
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