+33.9%
DAL vs NCLH
-38.5%
+72.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +0.1% | -6.5% | +6.6% | +3.1% |
| 30D | -13.9% | -23.3% | +9.4% | -3.5% |
| 3M | +1.1% | -18.6% | +19.7% | +9.5% |
| 6M | +26.2% | -26.2% | +52.5% | +40.1% |
| YTD | +16.4% | -30.2% | +46.7% | +30.6% |
| 1Y | +33.9% | -39.2% | +73.0% | +48.0% |
| All | +33.9% | -38.5% | +72.4% | +48.0% |
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