-1.0%
NCLH vs STRL
-30.1%
+29.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -21.5% | +28.2% | +7.9% |
| 7D | +15.8% | -27.1% | +42.9% | +17.6% |
| 30D | +25.1% | -45.8% | +70.9% | +29.8% |
| 3M | -7.3% | -47.6% | +40.3% | -3.8% |
| 6M | +8.1% | -46.4% | +54.6% | +11.5% |
| YTD | -16.7% | -7.4% | -9.3% | -19.9% |
| 1Y | -1.0% | -25.9% | +24.8% | -4.9% |
| All | -1.0% | -30.1% | +29.1% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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