-58.0%
NCLH vs NTAP
+650.8%
-708.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.5% | -6.8% | -3.7% |
| 7D | -4.8% | +7.4% | -12.2% | -9.3% |
| 30D | -21.7% | -1.4% | -20.3% | -21.3% |
| 3M | -22.2% | +24.6% | -46.8% | -33.6% |
| 6M | -27.5% | +105.9% | -133.4% | -58.1% |
| YTD | -33.6% | +88.5% | -122.1% | -59.7% |
| 1Y | -45.0% | +62.1% | -107.1% | -62.9% |
| 3Y | -11.0% | +169.1% | -180.1% | -60.3% |
| 5Y | -39.7% | +141.9% | -181.6% | -70.9% |
| All | -58.0% | +650.8% | -708.7% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling