-40.5%
NCLH vs DAR
-8.0%
-32.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.8% |
| 7D | -4.6% | -0.2% | -4.5% | -4.6% |
| 30D | -19.9% | +7.4% | -27.4% | -22.7% |
| 3M | -22.0% | +15.7% | -37.6% | -28.2% |
| 6M | -28.3% | +30.0% | -58.3% | -38.5% |
| YTD | -33.5% | +87.5% | -121.0% | -52.5% |
| 1Y | -41.5% | +113.4% | -154.8% | -61.4% |
| 3Y | -8.9% | +15.3% | -24.2% | -19.7% |
| 5Y | -40.5% | -4.3% | -36.1% | -40.8% |
| All | -40.5% | -8.0% | -32.5% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling