-11.0%
NCLH vs DOW
-36.3%
+25.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.2% |
| 7D | -4.8% | -1.4% | -3.4% | -4.5% |
| 30D | -21.7% | -3.9% | -17.7% | -21.1% |
| 3M | -22.2% | -12.7% | -9.6% | -19.9% |
| 6M | -27.5% | -13.7% | -13.8% | -28.4% |
| YTD | -33.6% | +28.4% | -62.0% | -46.8% |
| 1Y | -45.0% | +21.8% | -66.7% | -55.0% |
| 3Y | -11.0% | -35.7% | +24.7% | +0.1% |
| All | -11.0% | -36.3% | +25.2% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling