-37.9%
NCLH vs UL
+131.4%
-169.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.7% |
| 7D | -0.3% | -1.3% | +1.0% | +0.3% |
| 30D | -20.1% | +0.9% | -21.0% | -20.4% |
| 3M | -17.0% | +14.2% | -31.3% | -22.0% |
| 6M | -23.2% | -3.2% | -20.1% | -22.3% |
| YTD | -31.0% | -0.3% | -30.7% | -31.1% |
| 1Y | -37.3% | -8.8% | -28.5% | -35.0% |
| 3Y | -5.6% | +23.9% | -29.4% | -17.8% |
| 5Y | -37.0% | +21.4% | -58.3% | -45.4% |
| 10Y | -55.3% | +66.7% | -121.9% | -66.5% |
| All | -37.9% | +131.4% | -169.4% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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