-11.0%
NCLH vs YUM
+17.9%
-28.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.4% |
| 7D | -4.8% | -6.1% | +1.2% | -2.9% |
| 30D | -21.7% | -5.8% | -15.8% | -20.2% |
| 3M | -22.2% | -7.6% | -14.6% | -20.8% |
| 6M | -27.5% | -9.1% | -18.4% | -25.6% |
| YTD | -33.6% | -5.5% | -28.1% | -32.1% |
| 1Y | -45.0% | -3.7% | -41.3% | -43.7% |
| 3Y | -11.0% | +17.8% | -28.8% | -17.0% |
| All | -11.0% | +17.9% | -28.9% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling