-40.5%
NCLH vs URA
+132.7%
-173.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.9% |
| 7D | -4.6% | +5.7% | -10.4% | -6.9% |
| 30D | -19.9% | +5.6% | -25.5% | -22.0% |
| 3M | -22.0% | +6.2% | -28.2% | -24.7% |
| 6M | -28.3% | -8.2% | -20.1% | -26.8% |
| YTD | -33.5% | +9.7% | -43.1% | -39.0% |
| 1Y | -41.5% | +17.0% | -58.4% | -49.4% |
| 3Y | -8.9% | +118.5% | -127.4% | -48.6% |
| 5Y | -40.5% | +134.3% | -174.8% | -68.4% |
| All | -40.5% | +132.7% | -173.2% | -68.4% |
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 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