-41.4%
NCLH vs DVA
+46.8%
-88.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | -21.7% | 0.0% | -21.7% | -21.7% |
| 3M | -22.2% | -10.9% | -11.3% | -20.5% |
| 6M | -27.5% | +17.3% | -44.8% | -32.9% |
| YTD | -33.6% | +59.8% | -93.4% | -45.8% |
| 1Y | -45.0% | +36.3% | -81.2% | -52.2% |
| 3Y | -11.0% | +88.6% | -99.6% | -33.7% |
| All | -41.4% | +46.8% | -88.2% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling