-1.0%
NCLH vs UMC
+112.5%
-113.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.1% | +8.8% | +6.8% |
| 7D | +15.8% | -14.7% | +30.5% | +16.3% |
| 30D | +25.1% | -32.9% | +57.9% | +26.9% |
| 3M | -7.3% | -22.2% | +14.8% | -6.6% |
| 6M | +8.1% | +25.9% | -17.8% | +7.2% |
| YTD | -16.7% | +107.9% | -124.6% | -20.1% |
| 1Y | -1.0% | +115.0% | -116.0% | -5.7% |
| All | -1.0% | +112.5% | -113.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling