-10.9%
NCLH vs NTAP
+146.1%
-157.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.5% |
| 7D | -4.6% | +2.2% | -6.8% | -5.5% |
| 30D | -19.9% | -7.0% | -12.9% | -17.5% |
| 3M | -22.0% | +12.3% | -34.3% | -26.4% |
| 6M | -28.3% | +85.1% | -113.4% | -49.3% |
| YTD | -33.5% | +74.8% | -108.2% | -51.8% |
| 1Y | -41.5% | +52.7% | -94.1% | -54.0% |
| All | -10.9% | +146.1% | -157.0% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling