+11.7%
DASH vs NCLH
-46.3%
+58.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | -6.5% | -4.1% | -8.2% |
| 30D | +2.2% | -23.3% | +25.5% | +12.9% |
| 3M | +32.3% | -18.6% | +50.9% | +42.2% |
| 6M | +19.1% | -26.2% | +45.4% | +31.6% |
| YTD | -6.5% | -30.2% | +23.7% | +3.7% |
| 1Y | -14.9% | -39.2% | +24.3% | -1.5% |
| 3Y | +151.9% | -5.1% | +157.0% | +118.3% |
| 5Y | +9.4% | -36.8% | +46.2% | -2.2% |
| All | +11.7% | -46.3% | +58.0% | +1.6% |
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