-5.2%
DASH vs NCLH
-38.1%
+33.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +0.4% | +2.0% | -1.6% | -0.1% |
| 30D | -6.0% | +19.1% | -25.1% | -12.2% |
| 3M | -15.8% | -7.5% | -8.3% | -13.3% |
| 6M | +7.0% | +1.0% | +6.0% | +5.4% |
| YTD | -20.7% | -19.7% | -1.0% | -16.6% |
| 1Y | -8.5% | -1.8% | -6.8% | -11.9% |
| 3Y | +101.8% | +36.7% | +65.1% | +50.1% |
| 5Y | -9.6% | -38.0% | +28.5% | -20.9% |
| All | -5.2% | -38.1% | +33.0% | -18.4% |
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 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