-39.2%
NCLH vs YUM
+5.7%
-44.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -6.5% | -2.0% | -4.4% | -5.9% |
| 30D | -23.3% | -1.1% | -22.2% | -23.0% |
| 3M | -18.6% | +1.8% | -20.4% | -20.2% |
| 6M | -26.2% | -4.7% | -21.5% | -25.3% |
| YTD | -30.2% | +0.6% | -30.8% | -28.2% |
| 1Y | -39.2% | +6.4% | -45.6% | -32.7% |
| All | -39.2% | +5.7% | -44.8% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 1y: compounded portfolio wealth divided by compounded YUM 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…
1y analysis · Full analysis span regression · 6 months rolling