-27.6%
NCLH vs DRI
+766.5%
-794.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.9% |
| 7D | +0.2% | +1.1% | -0.8% | -0.6% |
| 30D | +20.8% | +9.7% | +11.1% | +12.1% |
| 3M | -8.1% | +3.2% | -11.3% | -10.9% |
| 6M | +11.8% | +20.6% | -8.7% | -6.0% |
| YTD | -19.5% | +28.3% | -47.8% | -36.3% |
| 1Y | -3.2% | +34.5% | -37.8% | -26.5% |
| 3Y | +37.1% | +66.5% | -29.4% | -16.6% |
| 5Y | -29.9% | +79.6% | -109.6% | -58.5% |
| 10Y | -53.3% | +333.8% | -387.0% | -85.1% |
| All | -27.6% | +766.5% | -794.1% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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