-40.7%
NCLH vs DOW
-36.0%
-4.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -6.5% | -2.4% | -4.2% | -5.6% |
| 30D | -22.1% | -4.1% | -18.0% | -21.0% |
| 3M | -18.7% | -12.4% | -6.3% | -14.9% |
| 6M | -28.4% | -10.6% | -17.8% | -30.1% |
| YTD | -34.7% | +31.1% | -65.8% | -51.3% |
| 1Y | -42.7% | +30.5% | -73.2% | -57.8% |
| 3Y | -10.6% | -34.4% | +23.8% | +8.2% |
| 5Y | -40.7% | -35.5% | -5.3% | -26.2% |
| All | -40.7% | -36.0% | -4.8% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling