-37.2%
NCLH vs STRL
+4,760.0%
-4,797.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -1.7% |
| 7D | -6.5% | +3.4% | -9.9% | -7.4% |
| 30D | -23.3% | -9.2% | -14.1% | -21.6% |
| 3M | -18.6% | -51.0% | +32.4% | -4.0% |
| 6M | -26.2% | +15.8% | -42.0% | -36.2% |
| YTD | -30.2% | +58.9% | -89.1% | -45.9% |
| 1Y | -39.2% | +68.5% | -107.7% | -54.9% |
| 3Y | -5.1% | +485.2% | -490.3% | -55.8% |
| 5Y | -36.8% | +2,005.1% | -2,041.9% | -80.7% |
| 10Y | -56.3% | +7,118.0% | -7,174.2% | -89.8% |
| All | -37.2% | +4,760.0% | -4,797.2% | -84.8% |
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