-69.5%
NCLH vs DT
+100.3%
-169.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -4.8% | -1.6% | -3.2% | -4.1% |
| 30D | -21.7% | +3.0% | -24.7% | -23.1% |
| 3M | -22.2% | +26.5% | -48.8% | -31.4% |
| 6M | -27.5% | +35.9% | -63.5% | -40.1% |
| YTD | -33.6% | +17.8% | -51.4% | -41.7% |
| 1Y | -45.0% | +4.1% | -49.0% | -48.5% |
| 3Y | -11.0% | +5.3% | -16.3% | -19.1% |
| 5Y | -39.7% | -27.2% | -12.6% | -38.1% |
| All | -69.5% | +100.3% | -169.8% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling