-74.1%
NCLH vs NTRA
+1,711.9%
-1,786.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -6.5% | -0.5% | -6.1% | -6.5% |
| 30D | -22.1% | +4.3% | -26.4% | -22.9% |
| 3M | -18.7% | +50.6% | -69.3% | -27.1% |
| 6M | -28.4% | +63.9% | -92.3% | -37.3% |
| YTD | -34.7% | +42.4% | -77.1% | -41.0% |
| 1Y | -42.7% | +92.1% | -134.8% | -51.8% |
| 3Y | -10.6% | +501.7% | -512.3% | -43.5% |
| 5Y | -40.7% | +171.4% | -212.2% | -59.4% |
| 10Y | -57.8% | +3,161.4% | -3,219.2% | -81.3% |
| All | -74.1% | +1,711.9% | -1,786.0% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling