-11.0%
NCLH vs UMC
+261.2%
-272.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.6% | +1.3% |
| 7D | -4.8% | +9.0% | -13.8% | -6.2% |
| 30D | -21.7% | +17.2% | -38.9% | -23.9% |
| 3M | -22.2% | +11.4% | -33.6% | -25.3% |
| 6M | -27.5% | +137.5% | -165.0% | -42.4% |
| YTD | -33.6% | +193.1% | -226.7% | -52.7% |
| 1Y | -45.0% | +240.3% | -285.3% | -63.1% |
| 3Y | -11.0% | +262.2% | -273.2% | -43.0% |
| All | -11.0% | +261.2% | -272.2% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling