+384.6%
NVDA vs NCLH
-10.7%
+395.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | -5.1% | -4.8% | -0.3% | -4.0% |
| 30D | -2.5% | -21.7% | +19.2% | +3.4% |
| 3M | +6.7% | -22.2% | +28.9% | +12.5% |
| 6M | +17.6% | -27.5% | +45.1% | +25.3% |
| YTD | +17.3% | -33.6% | +50.9% | +26.3% |
| 1Y | +23.5% | -45.0% | +68.5% | +39.5% |
| 3Y | +384.6% | -11.0% | +395.7% | +361.6% |
| All | +384.6% | -10.7% | +395.3% | +361.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling