-29.3%
DASH vs NCLH
-30.1%
+0.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -4.5% | +0.2% | -4.8% | -4.7% |
| 30D | -6.8% | +20.8% | -27.6% | -14.1% |
| 3M | -20.7% | -8.1% | -12.6% | -18.0% |
| 6M | +15.1% | +11.8% | +3.2% | +8.2% |
| YTD | -24.3% | -19.5% | -4.7% | -20.3% |
| 1Y | -12.1% | -3.2% | -8.9% | -15.4% |
| 3Y | +91.1% | +37.1% | +54.0% | +32.9% |
| All | -29.3% | -30.1% | +0.7% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling