+587.0%
DAL vs NCLH
-38.0%
+625.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +0.1% | -6.5% | +6.6% | +3.3% |
| 30D | -13.9% | -23.3% | +9.4% | -2.6% |
| 3M | +1.1% | -18.6% | +19.7% | +10.5% |
| 6M | +26.2% | -26.2% | +52.5% | +43.5% |
| YTD | +16.4% | -30.2% | +46.7% | +33.8% |
| 1Y | +33.9% | -39.2% | +73.0% | +62.0% |
| 3Y | +93.4% | -5.1% | +98.4% | +77.0% |
| 5Y | +106.4% | -36.8% | +143.1% | +106.9% |
| 10Y | +143.0% | -56.3% | +199.2% | +108.8% |
| All | +587.0% | -38.0% | +625.0% | +450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling