+105.0%
DAL vs NCLH
-53.1%
+158.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.0% | -1.2% | -3.3% |
| 7D | +1.4% | +1.7% | -0.3% | +0.7% |
| 30D | +9.1% | +17.9% | -8.8% | +0.6% |
| 3M | -3.5% | -4.5% | +1.1% | -1.9% |
| 6M | +23.4% | +12.9% | +10.5% | +15.0% |
| YTD | +26.0% | -19.1% | +45.1% | +34.4% |
| 1Y | +44.6% | -4.6% | +49.3% | +42.1% |
| 3Y | +162.7% | +37.0% | +125.7% | +101.9% |
| 5Y | +113.0% | -29.5% | +142.5% | +101.6% |
| All | +105.0% | -53.1% | +158.1% | +68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling