-40.1%
NCLH vs DTE
+311.4%
-351.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.9% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -19.9% | -0.5% | -19.4% | -19.7% |
| 3M | -22.0% | -6.0% | -15.9% | -18.7% |
| 6M | -28.3% | -7.2% | -21.1% | -24.9% |
| YTD | -33.5% | +7.2% | -40.6% | -37.9% |
| 1Y | -41.5% | +4.1% | -45.5% | -44.3% |
| 3Y | -8.9% | +46.9% | -55.8% | -35.4% |
| 5Y | -40.5% | +32.9% | -73.4% | -55.6% |
| 10Y | -57.0% | +144.5% | -201.4% | -76.7% |
| All | -40.1% | +311.4% | -351.5% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling