-42.4%
NCLH vs UDR
-20.1%
-22.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.6% |
| 3M | -18.7% | -10.0% | -8.7% | -11.9% |
| 6M | -28.4% | -2.5% | -25.9% | -27.1% |
| YTD | -34.7% | -1.1% | -33.6% | -34.5% |
| 1Y | -42.7% | -3.9% | -38.8% | -41.3% |
| 3Y | -10.6% | +3.4% | -14.1% | -15.0% |
| All | -42.4% | -20.1% | -22.3% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling