-73.5%
NCLH vs DOW
-17.0%
-56.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +3.2% |
| 7D | -4.8% | -1.4% | -3.4% | -3.9% |
| 30D | -21.7% | -3.9% | -17.7% | -20.0% |
| 3M | -22.2% | -12.7% | -9.6% | -16.7% |
| 6M | -27.5% | -13.7% | -13.8% | -27.6% |
| YTD | -33.6% | +28.4% | -62.0% | -54.2% |
| 1Y | -45.0% | +21.8% | -66.7% | -61.4% |
| 3Y | -11.0% | -35.7% | +24.7% | +5.4% |
| 5Y | -39.7% | -36.8% | -2.9% | -27.5% |
| All | -73.5% | -17.0% | -56.5% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling