-41.8%
NCLH vs DUOL
-1.5%
-40.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.4% | -2.3% |
| 7D | -4.6% | -11.8% | +7.2% | -1.6% |
| 30D | -19.9% | +1.5% | -21.4% | -20.6% |
| 3M | -22.0% | +18.1% | -40.1% | -26.1% |
| 6M | -28.3% | +38.7% | -67.0% | -35.6% |
| YTD | -33.5% | -20.7% | -12.8% | -31.4% |
| 1Y | -41.5% | -49.1% | +7.6% | -33.5% |
| 3Y | -8.9% | -11.0% | +2.1% | -15.3% |
| 5Y | -40.5% | -18.0% | -22.5% | -54.6% |
| All | -41.8% | -1.5% | -40.3% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling