+875.7%
NVDA vs NCLH
-42.0%
+917.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | -4.3% | -6.5% | +2.2% | -2.0% |
| 30D | +0.5% | -22.1% | +22.6% | +9.5% |
| 3M | +9.1% | -18.7% | +27.8% | +15.7% |
| 6M | +18.5% | -28.4% | +46.9% | +30.0% |
| YTD | +17.4% | -34.7% | +52.1% | +30.8% |
| 1Y | +23.4% | -42.7% | +66.1% | +42.7% |
| 3Y | +380.6% | -10.6% | +391.2% | +322.2% |
| 5Y | +875.7% | -40.7% | +916.5% | +788.3% |
| All | +875.7% | -42.0% | +917.7% | +788.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling