-58.0%
NCLH vs DTE
+137.8%
-195.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.8% |
| 7D | -4.8% | -2.6% | -2.2% | -2.8% |
| 30D | -21.7% | -4.4% | -17.3% | -18.8% |
| 3M | -22.2% | -8.3% | -13.9% | -16.9% |
| 6M | -27.5% | -8.1% | -19.5% | -23.2% |
| YTD | -33.6% | +4.4% | -38.0% | -37.5% |
| 1Y | -45.0% | +0.2% | -45.2% | -46.5% |
| 3Y | -11.0% | +42.6% | -53.7% | -39.3% |
| 5Y | -39.7% | +31.5% | -71.2% | -57.5% |
| All | -58.0% | +137.8% | -195.8% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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