-68.3%
NCLH vs DT
+97.2%
-165.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | +0.3% |
| 7D | -0.3% | -4.9% | +4.6% | +2.0% |
| 30D | -20.1% | +2.7% | -22.7% | -21.4% |
| 3M | -17.0% | +20.0% | -37.0% | -24.9% |
| 6M | -23.2% | +28.0% | -51.3% | -34.5% |
| YTD | -31.0% | +16.0% | -47.1% | -39.0% |
| 1Y | -37.3% | +0.7% | -38.0% | -40.3% |
| 3Y | -5.6% | +6.2% | -11.8% | -14.5% |
| 5Y | -37.0% | -28.1% | -8.8% | -34.8% |
| All | -68.3% | +97.2% | -165.5% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling