-37.9%
NCLH vs UEC
+381.4%
-419.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.7% |
| 7D | -0.3% | +2.6% | -2.8% | -0.7% |
| 30D | -20.1% | +5.6% | -25.6% | -21.1% |
| 3M | -17.0% | -5.7% | -11.3% | -17.2% |
| 6M | -23.2% | -8.0% | -15.2% | -23.8% |
| YTD | -31.0% | +1.8% | -32.8% | -33.9% |
| 1Y | -37.3% | +0.6% | -37.9% | -40.9% |
| 3Y | -5.6% | +155.2% | -160.7% | -30.4% |
| 5Y | -37.0% | +305.8% | -342.8% | -60.1% |
| 10Y | -55.3% | +943.0% | -998.2% | -78.8% |
| All | -37.9% | +381.4% | -419.3% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling