-27.6%
NCLH vs URA
+3.3%
-30.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.7% |
| 3M | -8.1% | -29.6% | +21.5% | +7.3% |
| 6M | +11.8% | -40.3% | +52.1% | +39.5% |
| YTD | -19.5% | -25.5% | +6.0% | -12.7% |
| 1Y | -3.2% | -26.4% | +23.2% | +4.8% |
| 3Y | +37.1% | +31.4% | +5.7% | +0.4% |
| 5Y | -29.9% | +28.6% | -58.5% | -49.7% |
| 10Y | -53.3% | +260.9% | -314.2% | -81.9% |
| All | -27.6% | +3.3% | -30.8% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling