-58.0%
NCLH vs DVA
+187.8%
-245.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.8% | -1.3% | -3.5% | -4.4% |
| 30D | -21.7% | 0.0% | -21.7% | -21.7% |
| 3M | -22.2% | -10.9% | -11.3% | -19.9% |
| 6M | -27.5% | +17.3% | -44.8% | -33.9% |
| YTD | -33.6% | +59.8% | -93.4% | -47.8% |
| 1Y | -45.0% | +36.3% | -81.2% | -53.7% |
| 3Y | -11.0% | +88.6% | -99.6% | -37.3% |
| 5Y | -39.7% | +47.5% | -87.3% | -54.5% |
| All | -58.0% | +187.8% | -245.8% | -75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling