-40.1%
NCLH vs DVA
+224.3%
-264.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -4.1% |
| 7D | -4.6% | +2.0% | -6.6% | -5.4% |
| 30D | -19.9% | -0.4% | -19.6% | -19.9% |
| 3M | -22.0% | -7.7% | -14.3% | -20.7% |
| 6M | -28.3% | +20.0% | -48.3% | -35.3% |
| YTD | -33.5% | +61.1% | -94.6% | -48.1% |
| 1Y | -41.5% | +33.9% | -75.3% | -50.6% |
| 3Y | -8.9% | +91.5% | -100.4% | -36.7% |
| 5Y | -40.5% | +41.8% | -82.2% | -54.5% |
| 10Y | -57.0% | +187.5% | -244.5% | -76.9% |
| All | -40.1% | +224.3% | -264.4% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling