-58.7%
NCLH vs URA
+361.2%
-419.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | +0.2% |
| 7D | -6.5% | -1.5% | -5.0% | -5.8% |
| 30D | -22.1% | -0.4% | -21.7% | -22.2% |
| 3M | -18.7% | +6.3% | -25.0% | -22.4% |
| 6M | -28.4% | -14.0% | -14.4% | -24.3% |
| YTD | -34.7% | +5.3% | -40.0% | -40.3% |
| 1Y | -42.7% | +11.7% | -54.4% | -51.0% |
| 3Y | -10.6% | +109.8% | -120.4% | -53.2% |
| 5Y | -40.7% | +108.0% | -148.7% | -70.6% |
| All | -58.7% | +361.2% | -419.9% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling