-57.0%
NCLH vs UAL
+98.4%
-155.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.6% |
| 7D | -4.6% | -1.1% | -3.5% | -3.8% |
| 30D | -19.9% | -13.4% | -6.5% | -9.7% |
| 3M | -22.0% | -2.3% | -19.7% | -21.3% |
| 6M | -28.3% | +13.3% | -41.6% | -36.6% |
| YTD | -33.5% | -4.2% | -29.3% | -32.9% |
| 1Y | -41.5% | +1.4% | -42.9% | -44.6% |
| 3Y | -8.9% | +125.8% | -134.7% | -63.9% |
| 5Y | -40.5% | +130.0% | -170.4% | -76.9% |
| 10Y | -57.0% | +104.2% | -161.2% | -81.2% |
| All | -57.0% | +98.4% | -155.4% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling