-58.0%
NCLH vs TROW
+130.0%
-188.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.8% |
| 7D | -4.8% | -3.2% | -1.6% | -2.0% |
| 30D | -21.7% | -4.6% | -17.1% | -18.3% |
| 3M | -22.2% | -0.7% | -21.6% | -22.5% |
| 6M | -27.5% | +22.2% | -49.7% | -39.9% |
| YTD | -33.6% | +6.6% | -40.2% | -38.0% |
| 1Y | -45.0% | +5.8% | -50.8% | -48.3% |
| 3Y | -11.0% | +11.6% | -22.7% | -20.6% |
| 5Y | -39.7% | -38.9% | -0.8% | -9.1% |
| All | -58.0% | +130.0% | -188.0% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling