-25.3%
NCLH vs UAL
+370.0%
-395.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +6.3% | +12.5% | -6.2% | -2.7% |
| 30D | +18.9% | +12.2% | +6.7% | +8.8% |
| 3M | -0.2% | -2.6% | +2.4% | +1.0% |
| 6M | +8.4% | +21.1% | -12.7% | -7.4% |
| YTD | -17.1% | +7.8% | -24.9% | -23.5% |
| 1Y | -2.8% | +25.4% | -28.2% | -20.3% |
| 3Y | +40.4% | +217.3% | -176.9% | -49.7% |
| 5Y | -30.8% | +132.9% | -163.6% | -67.9% |
| 10Y | -51.3% | +101.1% | -152.4% | -76.0% |
| All | -25.3% | +370.0% | -395.4% | -67.2% |
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 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