-40.2%
NCLH vs UUUU
+36.3%
-76.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +2.7% |
| 7D | -4.8% | -10.5% | +5.7% | -2.9% |
| 30D | -21.7% | -10.5% | -11.2% | -20.2% |
| 3M | -22.2% | -14.1% | -8.1% | -20.8% |
| 6M | -27.5% | -35.5% | +7.9% | -22.9% |
| YTD | -33.6% | -10.9% | -22.7% | -35.8% |
| 1Y | -45.0% | +3.4% | -48.3% | -50.0% |
| 3Y | -11.0% | +73.1% | -84.2% | -32.9% |
| 5Y | -39.7% | +87.1% | -126.9% | -57.1% |
| 10Y | -57.0% | +463.0% | -520.1% | -77.5% |
| All | -40.2% | +36.3% | -76.5% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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