-37.2%
NCLH vs DAR
+285.3%
-322.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | -6.5% | +1.4% | -7.8% | -7.3% |
| 30D | -23.3% | +12.8% | -36.1% | -28.8% |
| 3M | -18.6% | +7.4% | -26.0% | -23.5% |
| 6M | -26.2% | +22.3% | -48.5% | -36.4% |
| YTD | -30.2% | +81.1% | -111.3% | -51.8% |
| 1Y | -39.2% | +106.5% | -145.6% | -61.6% |
| 3Y | -5.1% | +5.3% | -10.4% | -17.7% |
| 5Y | -36.8% | -11.5% | -25.2% | -40.6% |
| 10Y | -56.3% | +353.3% | -409.6% | -81.7% |
| All | -37.2% | +285.3% | -322.5% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling