-37.2%
NCLH vs UAL
+334.2%
-371.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -2.0% |
| 7D | -6.5% | +0.7% | -7.2% | -7.0% |
| 30D | -23.3% | -16.1% | -7.2% | -12.6% |
| 3M | -18.6% | +6.1% | -24.7% | -22.7% |
| 6M | -26.2% | +10.8% | -37.1% | -32.5% |
| YTD | -30.2% | -0.4% | -29.8% | -31.3% |
| 1Y | -39.2% | +5.0% | -44.2% | -43.1% |
| 3Y | -5.1% | +124.0% | -129.1% | -55.5% |
| 5Y | -36.8% | +141.0% | -177.7% | -71.3% |
| 10Y | -56.3% | +118.0% | -174.3% | -78.1% |
| All | -37.2% | +334.2% | -371.4% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling