-1.0%
NCLH vs NTRS
+43.5%
-44.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.6% | +5.0% |
| 7D | +15.8% | +3.6% | +12.3% | +13.6% |
| 30D | +25.1% | +4.3% | +20.8% | +22.2% |
| 3M | -7.3% | -1.9% | -5.4% | -6.5% |
| 6M | +8.1% | +11.4% | -3.3% | +0.5% |
| YTD | -16.7% | +32.3% | -49.0% | -34.0% |
| 1Y | -1.0% | +42.5% | -43.5% | -27.3% |
| All | -1.0% | +43.5% | -44.5% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling