-37.2%
NCLH vs DRI
+714.9%
-752.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -6.5% | +0.6% | -7.1% | -7.0% |
| 30D | -23.3% | +3.8% | -27.1% | -26.1% |
| 3M | -18.6% | +13.0% | -31.6% | -27.4% |
| 6M | -26.2% | +8.3% | -34.6% | -32.2% |
| YTD | -30.2% | +20.6% | -50.9% | -41.7% |
| 1Y | -39.2% | +6.5% | -45.6% | -43.9% |
| 3Y | -5.1% | +53.7% | -58.8% | -38.0% |
| 5Y | -36.8% | +72.7% | -109.4% | -61.1% |
| 10Y | -56.3% | +363.2% | -419.4% | -86.1% |
| All | -37.2% | +714.9% | -752.1% | -81.4% |
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