-41.4%
NCLH vs NUE
+146.6%
-188.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.0% |
| 3M | -22.2% | -0.3% | -21.9% | -22.7% |
| 6M | -27.5% | +51.9% | -79.4% | -41.8% |
| YTD | -33.6% | +60.0% | -93.6% | -48.1% |
| 1Y | -45.0% | +82.9% | -127.9% | -59.9% |
| 3Y | -11.0% | +66.0% | -77.0% | -34.8% |
| All | -41.4% | +146.6% | -188.0% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling