-72.5%
NCLH vs DOW
-15.4%
-57.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -0.3% | -2.9% | +2.7% | +1.7% |
| 30D | -20.1% | +2.0% | -22.0% | -22.0% |
| 3M | -17.0% | -12.5% | -4.5% | -11.4% |
| 6M | -23.2% | -9.2% | -14.0% | -26.3% |
| YTD | -31.0% | +30.8% | -61.8% | -53.1% |
| 1Y | -37.3% | +29.4% | -66.7% | -58.1% |
| 3Y | -5.6% | -34.6% | +29.0% | +10.6% |
| 5Y | -37.0% | -35.9% | -1.0% | -24.8% |
| All | -72.5% | -15.4% | -57.0% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling