+7.4%
DASH vs NCLH
-36.1%
+43.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | -6.5% | -4.1% | -8.1% |
| 30D | +2.2% | -23.3% | +25.5% | +13.7% |
| 3M | +32.3% | -18.6% | +50.9% | +42.8% |
| 6M | +19.1% | -26.2% | +45.4% | +32.4% |
| YTD | -6.5% | -30.2% | +23.7% | +4.3% |
| 1Y | -14.9% | -39.2% | +24.3% | -0.6% |
| 3Y | +151.9% | -5.1% | +157.0% | +112.1% |
| All | +7.4% | -36.1% | +43.5% | -11.9% |
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