-39.2%
NCLH vs UMC
+209.4%
-248.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.4% |
| 7D | -6.5% | +5.0% | -11.4% | -6.7% |
| 30D | -23.3% | +7.7% | -31.0% | -23.6% |
| 3M | -18.6% | +1.7% | -20.3% | -19.2% |
| 6M | -26.2% | +113.9% | -140.2% | -29.8% |
| YTD | -30.2% | +168.9% | -199.1% | -37.4% |
| 1Y | -39.2% | +207.2% | -246.4% | -43.7% |
| All | -39.2% | +209.4% | -248.6% | -43.7% |
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