+128.1%
DAL vs NCLH
-49.9%
+178.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.4% | +3.9% |
| 7D | +10.0% | +2.7% | +7.3% | +8.8% |
| 30D | +12.0% | +18.4% | -6.3% | +3.1% |
| 3M | +0.8% | -4.3% | +5.0% | +2.2% |
| 6M | +26.2% | +7.9% | +18.3% | +20.1% |
| YTD | +33.7% | -17.4% | +51.1% | +41.2% |
| 1Y | +57.6% | -3.4% | +60.9% | +53.9% |
| 3Y | +183.5% | +44.4% | +139.0% | +112.5% |
| 5Y | +114.2% | -33.7% | +147.9% | +108.8% |
| 10Y | +128.1% | -48.1% | +176.3% | +81.0% |
| All | +128.1% | -49.9% | +178.1% | +81.0% |
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 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