+62.1%
DAL vs NCLH
-8.8%
+70.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.8% | +0.4% | +4.1% |
| 7D | +11.1% | +15.8% | -4.8% | +3.7% |
| 30D | +7.7% | +25.1% | -17.4% | -3.0% |
| 3M | -3.5% | -7.3% | +3.8% | -0.7% |
| 6M | +31.3% | +8.1% | +23.2% | +24.3% |
| YTD | +30.0% | -16.7% | +46.6% | +34.5% |
| 1Y | +62.1% | -1.0% | +63.1% | +53.8% |
| All | +62.1% | -8.8% | +70.9% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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