-58.0%
NCLH vs DAR
+366.1%
-424.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.9% |
| 7D | -4.8% | -0.1% | -4.7% | -4.9% |
| 30D | -21.7% | +2.6% | -24.3% | -23.5% |
| 3M | -22.2% | +14.2% | -36.5% | -30.4% |
| 6M | -27.5% | +17.2% | -44.7% | -37.3% |
| YTD | -33.6% | +80.9% | -114.5% | -56.8% |
| 1Y | -45.0% | +104.0% | -149.0% | -67.6% |
| 3Y | -11.0% | +3.6% | -14.7% | -23.4% |
| 5Y | -39.7% | -7.8% | -31.9% | -46.5% |
| All | -58.0% | +366.1% | -424.0% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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