-4.5%
NCLH vs URA
-29.5%
+25.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -2.8% |
| 7D | +1.7% | +4.5% | -2.8% | +0.4% |
| 30D | +17.9% | -13.4% | +31.3% | +22.3% |
| 3M | -4.5% | -28.4% | +23.9% | +3.4% |
| All | -4.5% | -29.5% | +25.0% | +3.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling