-40.1%
NCLH vs UDR
+134.0%
-174.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -1.9% |
| 7D | -4.6% | -3.3% | -1.4% | -2.0% |
| 30D | -19.9% | -5.6% | -14.3% | -16.1% |
| 3M | -22.0% | -9.4% | -12.6% | -15.7% |
| 6M | -28.3% | -3.0% | -25.3% | -26.7% |
| YTD | -33.5% | -0.4% | -33.1% | -33.6% |
| 1Y | -41.5% | -5.1% | -36.3% | -39.4% |
| 3Y | -8.9% | +4.2% | -13.1% | -13.5% |
| 5Y | -40.5% | -19.5% | -20.9% | -30.9% |
| 10Y | -57.0% | +47.9% | -104.8% | -63.9% |
| All | -40.1% | +134.0% | -174.1% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling