+64.8%
DIA vs NCLH
-40.9%
+105.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.3% |
| 7D | -1.2% | -4.6% | +3.4% | -0.6% |
| 30D | -2.7% | -19.9% | +17.3% | +0.4% |
| 3M | +3.3% | -22.0% | +25.2% | +6.5% |
| 6M | +10.4% | -28.3% | +38.7% | +14.8% |
| YTD | +10.0% | -33.5% | +43.5% | +14.8% |
| 1Y | +16.2% | -41.5% | +57.6% | +23.0% |
| 3Y | +58.7% | -8.9% | +67.6% | +52.9% |
| All | +64.8% | -40.9% | +105.7% | +59.8% |
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