-39.2%
NCLH vs DT
+4.0%
-43.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -6.5% | -3.3% | -3.2% | -6.1% |
| 30D | -23.3% | +2.0% | -25.3% | -23.5% |
| 3M | -18.6% | +20.0% | -38.6% | -20.3% |
| 6M | -26.2% | +39.3% | -65.5% | -28.7% |
| YTD | -30.2% | +19.8% | -50.0% | -28.4% |
| 1Y | -39.2% | +4.3% | -43.4% | -32.3% |
| All | -39.2% | +4.0% | -43.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling