+5.8%
DASH vs NCLH
-46.9%
+52.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.2% | -4.9% |
| 7D | -11.2% | -0.3% | -10.9% | -11.1% |
| 30D | -7.3% | -20.1% | +12.7% | +0.9% |
| 3M | +31.4% | -17.0% | +48.5% | +40.3% |
| 6M | +11.9% | -23.2% | +35.1% | +21.7% |
| YTD | -11.5% | -31.0% | +19.6% | -1.3% |
| 1Y | -20.0% | -37.3% | +17.2% | -8.5% |
| 3Y | +143.9% | -5.6% | +149.5% | +111.8% |
| 5Y | -0.2% | -37.0% | +36.7% | -10.6% |
| All | +5.8% | -46.9% | +52.6% | -3.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling