-10.9%
NCLH vs UEC
+146.8%
-157.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.2% |
| 7D | -4.6% | -0.2% | -4.5% | -4.6% |
| 30D | -19.9% | +1.9% | -21.9% | -20.4% |
| 3M | -22.0% | +8.9% | -30.9% | -23.4% |
| 6M | -28.3% | -14.5% | -13.8% | -28.0% |
| YTD | -33.5% | -0.7% | -32.8% | -35.6% |
| 1Y | -41.5% | -4.1% | -37.4% | -44.0% |
| All | -10.9% | +146.8% | -157.7% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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