-40.2%
NCLH vs NTRS
+432.6%
-472.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.8% |
| 7D | -4.8% | +1.4% | -6.2% | -5.9% |
| 30D | -21.7% | -0.7% | -21.0% | -21.2% |
| 3M | -22.2% | +11.3% | -33.6% | -29.6% |
| 6M | -27.5% | +35.5% | -63.1% | -44.9% |
| YTD | -33.6% | +40.6% | -74.2% | -51.5% |
| 1Y | -45.0% | +49.2% | -94.2% | -61.8% |
| 3Y | -11.0% | +167.2% | -178.3% | -63.7% |
| 5Y | -39.7% | +94.9% | -134.7% | -68.0% |
| 10Y | -57.0% | +259.5% | -316.5% | -84.5% |
| All | -40.2% | +432.6% | -472.9% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling