-73.5%
NCLH vs NTR
+98.7%
-172.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -0.5% |
| 7D | -6.5% | -2.5% | -4.1% | -5.2% |
| 30D | -22.1% | +17.0% | -39.1% | -29.2% |
| 3M | -18.7% | +22.2% | -40.9% | -28.8% |
| 6M | -28.4% | +5.2% | -33.6% | -33.6% |
| YTD | -34.7% | +29.7% | -64.4% | -48.1% |
| 1Y | -42.7% | +39.4% | -82.1% | -57.0% |
| 3Y | -10.6% | +38.2% | -48.8% | -36.2% |
| 5Y | -40.7% | +47.6% | -88.4% | -68.6% |
| All | -73.5% | +98.7% | -172.2% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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