-40.7%
NCLH vs DOV
+13.3%
-54.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | +0.2% |
| 7D | -6.5% | -1.9% | -4.6% | -4.7% |
| 30D | -22.1% | -9.9% | -12.2% | -13.5% |
| 3M | -18.7% | -12.1% | -6.6% | -8.7% |
| 6M | -28.4% | -10.4% | -18.0% | -21.1% |
| YTD | -34.7% | -3.3% | -31.4% | -34.0% |
| 1Y | -42.7% | +7.8% | -50.5% | -48.7% |
| 3Y | -10.6% | +36.3% | -46.9% | -37.6% |
| 5Y | -40.7% | +14.8% | -55.6% | -52.9% |
| All | -40.7% | +13.3% | -54.1% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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