-11.0%
NCLH vs NTRA
+507.7%
-518.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -22.7% |
| 3M | -22.2% | +50.0% | -72.3% | -32.7% |
| 6M | -27.5% | +67.3% | -94.8% | -39.9% |
| YTD | -33.6% | +43.6% | -77.2% | -42.5% |
| 1Y | -45.0% | +89.2% | -134.2% | -56.5% |
| 3Y | -11.0% | +502.5% | -513.6% | -48.1% |
| All | -11.0% | +507.7% | -518.7% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling