-37.2%
NCLH vs URA
+49.4%
-86.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -6.5% | +1.1% | -7.6% | -7.0% |
| 30D | -23.3% | +7.4% | -30.7% | -26.1% |
| 3M | -18.6% | -8.4% | -10.2% | -16.4% |
| 6M | -26.2% | -12.7% | -13.5% | -22.9% |
| YTD | -30.2% | +7.8% | -38.0% | -36.0% |
| 1Y | -39.2% | +19.5% | -58.6% | -48.5% |
| 3Y | -5.1% | +116.4% | -121.5% | -45.8% |
| 5Y | -36.8% | +134.3% | -171.0% | -66.7% |
| 10Y | -56.3% | +359.3% | -415.5% | -85.3% |
| All | -37.2% | +49.4% | -86.6% | -77.5% |
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