-39.2%
NCLH vs TROW
+0.2%
-39.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | -6.5% | -1.3% | -5.2% | -5.5% |
| 30D | -23.3% | -4.5% | -18.8% | -20.7% |
| 3M | -18.6% | +3.9% | -22.5% | -22.3% |
| 6M | -26.2% | +22.6% | -48.8% | -38.5% |
| YTD | -30.2% | +10.1% | -40.4% | -38.0% |
| 1Y | -39.2% | +3.6% | -42.7% | -47.1% |
| All | -39.2% | +0.2% | -39.4% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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