+247.6%
DIA vs NCLH
-56.9%
+304.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | -1.6% | -4.8% | +3.3% | -0.8% |
| 30D | -2.0% | -21.7% | +19.6% | +1.6% |
| 3M | +3.6% | -22.2% | +25.9% | +7.3% |
| 6M | +11.5% | -27.5% | +39.0% | +16.1% |
| YTD | +10.4% | -33.6% | +44.0% | +15.7% |
| 1Y | +15.6% | -45.0% | +60.6% | +24.2% |
| 3Y | +58.9% | -11.0% | +69.9% | +52.8% |
| 5Y | +65.3% | -39.7% | +105.1% | +60.1% |
| All | +247.6% | -56.9% | +304.5% | +225.5% |
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