+2,494.8%
NVDL vs NCLH
-9.7%
+2,504.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -3.7% |
| 7D | -8.7% | -6.5% | -2.1% | -5.4% |
| 30D | -1.3% | -22.1% | +20.8% | +11.8% |
| 3M | +11.4% | -18.7% | +30.1% | +21.0% |
| 6M | +22.9% | -28.4% | +51.3% | +41.3% |
| YTD | +15.4% | -34.7% | +50.1% | +35.7% |
| 1Y | +18.8% | -42.7% | +61.5% | +47.8% |
| 3Y | +641.4% | -10.6% | +652.0% | +573.9% |
| All | +2,494.8% | -9.7% | +2,504.4% | +1,949.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling