+40.2%
UNP vs NCLH
-30.1%
+70.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +4.2% | +0.2% | +4.0% | +4.2% |
| 30D | +5.6% | +20.8% | -15.2% | +2.9% |
| 3M | +2.0% | -8.1% | +10.2% | +2.8% |
| 6M | +15.4% | +11.8% | +3.6% | +12.8% |
| YTD | +32.7% | -19.5% | +52.3% | +34.2% |
| 1Y | +39.4% | -3.2% | +42.7% | +37.2% |
| 3Y | +54.3% | +37.1% | +17.2% | +40.7% |
| All | +40.2% | -30.1% | +70.3% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling