-28.4%
NCLH vs NTRA
+58.3%
-86.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -6.5% | -0.5% | -6.1% | -6.4% |
| 30D | -22.1% | +4.3% | -26.4% | -23.0% |
| 3M | -18.7% | +50.6% | -69.3% | -30.6% |
| 6M | -28.4% | +63.9% | -92.3% | -43.2% |
| All | -28.4% | +58.3% | -86.7% | -43.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling