-58.7%
NCLH vs UDR
+47.3%
-105.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.2% |
| 7D | -6.5% | -3.4% | -3.2% | -3.6% |
| 30D | -22.1% | -5.4% | -16.7% | -18.1% |
| 3M | -18.7% | -10.0% | -8.7% | -10.9% |
| 6M | -28.4% | -2.5% | -25.9% | -27.0% |
| YTD | -34.7% | -1.1% | -33.6% | -34.6% |
| 1Y | -42.7% | -3.9% | -38.8% | -41.2% |
| 3Y | -10.6% | +3.4% | -14.1% | -15.8% |
| 5Y | -40.7% | -18.9% | -21.9% | -31.1% |
| All | -58.7% | +47.3% | -105.9% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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