-5.6%
NCLH vs URA
+121.0%
-126.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -2.1% |
| 7D | -0.3% | +8.1% | -8.4% | -2.5% |
| 30D | -20.1% | +5.8% | -25.8% | -21.5% |
| 3M | -17.0% | +3.4% | -20.5% | -18.2% |
| 6M | -23.2% | -2.6% | -20.6% | -23.2% |
| YTD | -31.0% | +11.2% | -42.2% | -34.8% |
| 1Y | -37.3% | +19.8% | -57.1% | -43.0% |
| 3Y | -5.6% | +121.5% | -127.0% | -31.9% |
| All | -5.6% | +121.0% | -126.6% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling