-14.0%
NCLH vs NVD
-99.2%
+85.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.2% |
| 7D | -4.6% | +0.5% | -5.2% | -4.5% |
| 30D | -19.9% | -9.3% | -10.7% | -20.8% |
| 3M | -22.0% | -22.1% | +0.1% | -24.0% |
| 6M | -28.3% | -45.8% | +17.5% | -33.2% |
| YTD | -33.5% | -46.7% | +13.2% | -37.7% |
| 1Y | -41.5% | -59.5% | +18.0% | -46.8% |
| 3Y | -8.9% | -99.2% | +90.3% | -41.1% |
| All | -14.0% | -99.2% | +85.2% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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