-41.2%
NCLH vs ULTA
+459.9%
-501.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.3% |
| 7D | -6.5% | -3.9% | -2.7% | -4.5% |
| 30D | -22.1% | -1.1% | -21.0% | -22.1% |
| 3M | -18.7% | +13.8% | -32.5% | -25.1% |
| 6M | -28.4% | -17.2% | -11.2% | -22.0% |
| YTD | -34.7% | -11.5% | -23.3% | -31.7% |
| 1Y | -42.7% | +3.9% | -46.6% | -45.8% |
| 3Y | -10.6% | +29.5% | -40.1% | -28.9% |
| 5Y | -40.7% | +42.9% | -83.7% | -55.6% |
| 10Y | -57.8% | +124.4% | -182.1% | -75.8% |
| All | -41.2% | +459.9% | -501.2% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling