+37.1%
NCLH vs STRL
+341.0%
-303.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | 0.0% |
| 7D | +0.2% | +15.7% | -15.4% | -2.6% |
| 30D | +20.8% | -35.5% | +56.2% | +29.5% |
| 3M | -8.1% | -47.1% | +39.0% | +2.1% |
| 6M | +11.8% | -65.8% | +77.6% | +33.7% |
| YTD | -19.5% | -4.5% | -15.0% | -31.9% |
| 1Y | -3.2% | -10.5% | +7.2% | -17.2% |
| 3Y | +37.1% | +340.6% | -303.5% | -48.7% |
| All | +37.1% | +341.0% | -303.9% | -48.7% |
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