-37.0%
NCLH vs UAL
+131.8%
-168.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.7% | +0.9% |
| 7D | -0.3% | +3.5% | -3.7% | -2.9% |
| 30D | -20.1% | -16.5% | -3.6% | -8.6% |
| 3M | -17.0% | +2.8% | -19.8% | -19.4% |
| 6M | -23.2% | +17.6% | -40.8% | -32.8% |
| YTD | -31.0% | -3.2% | -27.8% | -30.8% |
| 1Y | -37.3% | +0.4% | -37.7% | -39.4% |
| 3Y | -5.6% | +128.2% | -133.7% | -59.1% |
| 5Y | -37.0% | +137.7% | -174.7% | -74.2% |
| All | -37.0% | +131.8% | -168.8% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling