-28.3%
NCLH vs UMC
+145.9%
-174.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -3.9% |
| 7D | -4.6% | +13.6% | -18.2% | -5.8% |
| 30D | -19.9% | +20.8% | -40.7% | -21.5% |
| 3M | -22.0% | +16.1% | -38.1% | -25.7% |
| 6M | -28.3% | +137.3% | -165.6% | -45.4% |
| All | -28.3% | +145.9% | -174.2% | -45.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling