-58.0%
NCLH vs ULTA
+132.3%
-190.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.3% |
| 7D | -4.8% | -3.1% | -1.7% | -2.8% |
| 30D | -21.7% | +2.8% | -24.5% | -23.6% |
| 3M | -22.2% | +14.8% | -37.0% | -30.1% |
| 6M | -27.5% | -16.2% | -11.3% | -20.5% |
| YTD | -33.6% | -9.6% | -24.0% | -31.0% |
| 1Y | -45.0% | +4.8% | -49.8% | -49.1% |
| 3Y | -11.0% | +30.7% | -41.7% | -34.2% |
| 5Y | -39.7% | +45.9% | -85.6% | -59.8% |
| All | -58.0% | +132.3% | -190.3% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling