-40.1%
NCLH vs TROW
+148.4%
-188.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.2% |
| 7D | -4.6% | -1.5% | -3.1% | -3.4% |
| 30D | -19.9% | -5.3% | -14.6% | -16.2% |
| 3M | -22.0% | +2.9% | -24.9% | -24.5% |
| 6M | -28.3% | +22.2% | -50.5% | -39.9% |
| YTD | -33.5% | +8.1% | -41.6% | -38.3% |
| 1Y | -41.5% | +5.8% | -47.3% | -44.8% |
| 3Y | -8.9% | +14.0% | -22.9% | -19.3% |
| 5Y | -40.5% | -38.3% | -2.2% | -13.1% |
| 10Y | -57.0% | +131.7% | -188.6% | -73.2% |
| All | -40.1% | +148.4% | -188.5% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling