-11.0%
NCLH vs DUOL
-9.6%
-1.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -4.8% | -7.0% | +2.2% | -3.2% |
| 30D | -21.7% | +6.7% | -28.4% | -23.3% |
| 3M | -22.2% | +16.0% | -38.3% | -25.9% |
| 6M | -27.5% | +45.4% | -72.9% | -35.6% |
| YTD | -33.6% | -18.1% | -15.5% | -31.8% |
| 1Y | -45.0% | -53.6% | +8.6% | -35.1% |
| 3Y | -11.0% | -11.0% | -0.1% | -13.1% |
| All | -11.0% | -9.6% | -1.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 3y: compounded portfolio wealth divided by compounded DUOL 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…
3y analysis · Full analysis span regression · 6 months rolling