+161.0%
DAL vs NCLH
+37.2%
+123.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +12.8% | +20.8% | -7.9% | +3.3% |
| 3M | -5.3% | -8.1% | +2.9% | -2.0% |
| 6M | +22.4% | +11.8% | +10.5% | +14.8% |
| YTD | +25.6% | -19.5% | +45.1% | +33.7% |
| 1Y | +45.5% | -3.2% | +48.7% | +41.8% |
| 3Y | +161.0% | +37.1% | +123.9% | +122.2% |
| All | +161.0% | +37.2% | +123.8% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling