-1.0%
NCLH vs TRU
+2.1%
-3.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.6% | +2.2% | +4.9% |
| 7D | +15.8% | +10.5% | +5.3% | +11.3% |
| 30D | +25.1% | +28.7% | -3.6% | +11.8% |
| 3M | -7.3% | +0.7% | -8.0% | -8.2% |
| 6M | +8.1% | +19.3% | -11.2% | -1.5% |
| YTD | -16.7% | -3.7% | -12.9% | -18.0% |
| 1Y | -1.0% | +3.4% | -4.4% | -8.5% |
| All | -1.0% | +2.1% | -3.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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