+29.2%
DAL vs NCLH
-39.5%
+68.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.0% |
| 7D | +3.4% | -0.3% | +3.6% | +3.5% |
| 30D | -13.6% | -20.1% | +6.5% | -4.6% |
| 3M | +1.2% | -17.0% | +18.2% | +8.9% |
| 6M | +34.5% | -23.2% | +57.7% | +47.3% |
| YTD | +14.7% | -31.0% | +45.7% | +29.5% |
| 1Y | +29.2% | -37.3% | +66.5% | +44.9% |
| All | +29.2% | -39.5% | +68.8% | +44.9% |
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