-37.9%
NCLH vs DOV
+439.1%
-477.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -2.0% |
| 7D | -0.3% | +2.5% | -2.8% | -2.5% |
| 30D | -20.1% | -7.5% | -12.5% | -14.2% |
| 3M | -17.0% | -9.7% | -7.4% | -10.0% |
| 6M | -23.2% | -6.1% | -17.2% | -19.5% |
| YTD | -31.0% | +0.5% | -31.5% | -32.3% |
| 1Y | -37.3% | +10.5% | -47.8% | -43.9% |
| 3Y | -5.6% | +41.7% | -47.3% | -31.4% |
| 5Y | -37.0% | +18.4% | -55.4% | -46.1% |
| 10Y | -55.3% | +289.8% | -345.0% | -80.3% |
| All | -37.9% | +439.1% | -477.0% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling