-28.4%
NCLH vs ULTA
-15.7%
-12.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.5% |
| 7D | -6.5% | -3.9% | -2.7% | -5.5% |
| 30D | -22.1% | -1.1% | -21.0% | -21.8% |
| 3M | -18.7% | +13.8% | -32.5% | -22.8% |
| 6M | -28.4% | -17.2% | -11.2% | -24.4% |
| All | -28.4% | -15.7% | -12.7% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling