-29.6%
NCLH vs URA
+25.6%
-55.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | +0.2% |
| 7D | +0.2% | -1.5% | +1.8% | +0.9% |
| 30D | +20.8% | -10.4% | +31.2% | +26.5% |
| 3M | -8.1% | -29.6% | +21.5% | +6.7% |
| 6M | +11.8% | -40.3% | +52.1% | +38.7% |
| YTD | -19.5% | -25.5% | +6.0% | -13.5% |
| 1Y | -3.2% | -26.4% | +23.2% | +3.8% |
| 3Y | +37.1% | +31.4% | +5.7% | -7.1% |
| All | -29.6% | +25.6% | -55.2% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling