-27.7%
NCLH vs URI
+2,126.4%
-2,154.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.2% |
| 7D | +2.0% | -9.8% | +11.8% | +8.0% |
| 30D | +19.1% | +1.7% | +17.3% | +17.7% |
| 3M | -7.5% | -9.1% | +1.6% | -2.8% |
| 6M | +1.0% | +9.9% | -8.9% | -6.3% |
| YTD | -19.7% | +31.2% | -50.9% | -36.1% |
| 1Y | -1.8% | +25.9% | -27.7% | -19.8% |
| 3Y | +36.7% | +147.4% | -110.7% | -28.1% |
| 5Y | -38.0% | +179.7% | -217.8% | -69.9% |
| 10Y | -51.6% | +1,419.5% | -1,471.1% | -89.0% |
| All | -27.7% | +2,126.4% | -2,154.1% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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