-12.5%
NCLH vs UDR
+3.4%
-15.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.3% |
| 7D | -6.5% | -3.4% | -3.2% | -4.0% |
| 30D | -22.1% | -5.4% | -16.7% | -18.7% |
| 3M | -18.7% | -10.0% | -8.7% | -12.1% |
| 6M | -28.4% | -2.5% | -25.9% | -27.2% |
| YTD | -34.7% | -1.1% | -33.6% | -34.6% |
| 1Y | -42.7% | -3.9% | -38.8% | -41.4% |
| All | -12.5% | +3.4% | -15.9% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling