-11.0%
NCLH vs NUE
+61.7%
-72.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +0.9% |
| 7D | -4.8% | -0.6% | -4.2% | -4.5% |
| 30D | -21.7% | -4.6% | -17.1% | -19.9% |
| 3M | -22.2% | -0.3% | -21.9% | -22.7% |
| 6M | -27.5% | +51.9% | -79.4% | -42.3% |
| YTD | -33.6% | +60.0% | -93.6% | -48.6% |
| 1Y | -45.0% | +82.9% | -127.9% | -60.4% |
| 3Y | -11.0% | +66.0% | -77.0% | -39.4% |
| All | -11.0% | +61.7% | -72.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling