-51.0%
NCLH vs UAL
+97.8%
-148.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +3.2% |
| 7D | +1.2% | +2.3% | -1.1% | -0.9% |
| 30D | +22.6% | +13.3% | +9.3% | +9.7% |
| 3M | +0.6% | -6.3% | +6.9% | +5.2% |
| 6M | +13.5% | +22.5% | -9.0% | -6.6% |
| YTD | -15.7% | +5.9% | -21.5% | -22.6% |
| 1Y | 0.0% | +24.7% | -24.7% | -20.8% |
| 3Y | +42.8% | +211.6% | -168.8% | -57.9% |
| 5Y | -28.4% | +130.6% | -159.0% | -72.4% |
| 10Y | -51.0% | +96.5% | -147.5% | -79.7% |
| All | -51.0% | +97.8% | -148.8% | -79.7% |
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