-58.0%
NCLH vs NTRA
+3,199.2%
-3,257.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.5% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | -21.7% | +4.1% | -25.8% | -22.5% |
| 3M | -22.2% | +50.0% | -72.3% | -30.8% |
| 6M | -27.5% | +67.3% | -94.8% | -37.5% |
| YTD | -33.6% | +43.6% | -77.2% | -40.6% |
| 1Y | -45.0% | +89.2% | -134.2% | -54.3% |
| 3Y | -11.0% | +502.5% | -513.6% | -46.1% |
| 5Y | -39.7% | +173.8% | -213.5% | -60.1% |
| All | -58.0% | +3,199.2% | -3,257.2% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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