+277.6%
UNP vs NCLH
-56.9%
+334.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -1.8% | -4.8% | +3.0% | -1.1% |
| 30D | -2.7% | -21.7% | +18.9% | +0.9% |
| 3M | +6.5% | -22.2% | +28.7% | +10.2% |
| 6M | +14.4% | -27.5% | +41.9% | +18.8% |
| YTD | +24.8% | -33.6% | +58.4% | +30.6% |
| 1Y | +34.4% | -45.0% | +79.4% | +44.2% |
| 3Y | +43.6% | -11.0% | +54.6% | +37.5% |
| 5Y | +53.2% | -39.7% | +93.0% | +47.8% |
| All | +277.6% | -56.9% | +334.6% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 10y: compounded portfolio wealth divided by compounded NCLH 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…
10y analysis · Full analysis span regression · 6 months rolling