-40.1%
NCLH vs NUE
+665.6%
-705.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.9% |
| 7D | -4.6% | -2.3% | -2.3% | -3.3% |
| 30D | -19.9% | -6.1% | -13.9% | -17.2% |
| 3M | -22.0% | +1.7% | -23.6% | -23.5% |
| 6M | -28.3% | +53.1% | -81.4% | -45.0% |
| YTD | -33.5% | +59.0% | -92.5% | -50.2% |
| 1Y | -41.5% | +85.3% | -126.8% | -60.2% |
| 3Y | -8.9% | +63.2% | -72.1% | -36.1% |
| 5Y | -40.5% | +146.8% | -187.2% | -70.2% |
| 10Y | -57.0% | +584.3% | -641.3% | -89.4% |
| All | -40.1% | +665.6% | -705.7% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling