-1.0%
NCLH vs DVA
+62.2%
-63.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +1.0% | +6.1% |
| 7D | +15.8% | +4.7% | +11.1% | +15.3% |
| 30D | +25.1% | +7.8% | +17.3% | +24.3% |
| 3M | -7.3% | -15.5% | +8.2% | -7.1% |
| 6M | +8.1% | +25.0% | -16.9% | +5.3% |
| YTD | -16.7% | +69.6% | -86.2% | -17.2% |
| 1Y | -1.0% | +60.6% | -61.6% | +2.7% |
| All | -1.0% | +62.2% | -63.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling