-5.6%
NCLH vs STRL
+531.3%
-536.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.8% |
| 7D | -0.3% | +10.1% | -10.4% | -2.3% |
| 30D | -20.1% | -8.2% | -11.9% | -18.9% |
| 3M | -17.0% | -43.7% | +26.7% | -7.9% |
| 6M | -23.2% | +27.1% | -50.3% | -34.4% |
| YTD | -31.0% | +64.0% | -95.0% | -46.3% |
| 1Y | -37.3% | +75.2% | -112.4% | -53.9% |
| 3Y | -5.6% | +539.9% | -545.5% | -62.0% |
| All | -5.6% | +531.3% | -536.9% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling