+490.1%
UNP vs NCLH
-38.0%
+528.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.3% | -6.5% | +1.1% | -4.3% |
| 30D | -1.5% | -23.3% | +21.8% | +2.6% |
| 3M | +10.3% | -18.6% | +28.9% | +13.3% |
| 6M | +9.7% | -26.2% | +35.9% | +13.8% |
| YTD | +27.1% | -30.2% | +57.3% | +32.2% |
| 1Y | +32.6% | -39.2% | +71.7% | +40.2% |
| 3Y | +40.0% | -5.1% | +45.0% | +32.4% |
| 5Y | +50.8% | -36.8% | +87.6% | +44.0% |
| 10Y | +278.6% | -56.3% | +334.9% | +232.4% |
| All | +490.1% | -38.0% | +528.0% | +373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling