-27.1%
NCLH vs STRL
+2,913.0%
-2,940.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | +1.7% | +23.4% | -21.7% | -4.0% |
| 30D | +17.9% | -39.5% | +57.4% | +31.9% |
| 3M | -4.5% | -45.1% | +40.5% | +8.9% |
| 6M | +12.9% | -64.6% | +77.4% | +40.5% |
| YTD | -19.1% | -1.5% | -17.6% | -30.5% |
| 1Y | -4.6% | -20.8% | +16.1% | -13.4% |
| 3Y | +37.0% | +353.1% | -316.1% | -33.4% |
| 5Y | -29.5% | +942.9% | -972.4% | -74.5% |
| 10Y | -53.0% | +3,847.6% | -3,900.6% | -87.7% |
| All | -27.1% | +2,913.0% | -2,940.1% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling