-45.0%
NCLH vs UMC
+238.8%
-283.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.6% |
| 7D | -4.8% | +9.0% | -13.8% | -5.3% |
| 30D | -21.7% | +17.2% | -38.9% | -22.4% |
| 3M | -22.2% | +11.4% | -33.6% | -23.2% |
| 6M | -27.5% | +137.5% | -165.0% | -31.9% |
| YTD | -33.6% | +193.1% | -226.7% | -41.9% |
| 1Y | -45.0% | +240.3% | -285.3% | -53.0% |
| All | -45.0% | +238.8% | -283.8% | -53.0% |
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