-40.1%
NCLH vs UMC
+2,071.2%
-2,111.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -4.7% |
| 7D | -4.6% | +13.6% | -18.2% | -8.3% |
| 30D | -19.9% | +20.8% | -40.7% | -24.5% |
| 3M | -22.0% | +16.1% | -38.1% | -27.9% |
| 6M | -28.3% | +137.3% | -165.6% | -48.1% |
| YTD | -33.5% | +193.8% | -227.2% | -56.5% |
| 1Y | -41.5% | +236.1% | -277.6% | -63.6% |
| 3Y | -8.9% | +267.1% | -276.0% | -46.0% |
| 5Y | -40.5% | +145.3% | -185.7% | -61.2% |
| 10Y | -57.0% | +1,857.3% | -1,914.3% | -83.9% |
| All | -40.1% | +2,071.2% | -2,111.3% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling