-1.0%
NCLH vs TROW
+17.3%
-18.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.0% | +0.8% | +1.8% |
| 7D | +15.8% | +8.2% | +7.6% | +8.8% |
| 30D | +25.1% | +8.3% | +16.8% | +17.4% |
| 3M | -7.3% | -1.6% | -5.8% | -6.5% |
| 6M | +8.1% | +11.9% | -3.8% | -3.7% |
| YTD | -16.7% | +14.3% | -31.0% | -29.5% |
| 1Y | -1.0% | +17.0% | -18.0% | -18.5% |
| All | -1.0% | +17.3% | -18.3% | -18.5% |
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