+416.3%
DIA vs NCLH
-38.0%
+454.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.2% | -6.5% | +6.3% | +0.8% |
| 30D | -1.5% | -23.3% | +21.8% | +2.5% |
| 3M | +3.8% | -18.6% | +22.4% | +6.7% |
| 6M | +10.3% | -26.2% | +36.5% | +14.5% |
| YTD | +12.1% | -30.2% | +42.3% | +16.7% |
| 1Y | +18.6% | -39.2% | +57.8% | +25.6% |
| 3Y | +60.6% | -5.1% | +65.7% | +52.8% |
| 5Y | +64.4% | -36.8% | +101.2% | +57.9% |
| 10Y | +250.1% | -56.3% | +306.4% | +206.9% |
| All | +416.3% | -38.0% | +454.2% | +340.2% |
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