+36.4%
UPS vs NCLH
-56.9%
+93.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | -2.0% | -4.8% | +2.9% | -1.4% |
| 30D | -2.0% | -21.7% | +19.7% | +1.0% |
| 3M | -6.2% | -22.2% | +16.0% | -3.6% |
| 6M | +2.8% | -27.5% | +30.3% | +6.3% |
| YTD | +5.9% | -33.6% | +39.5% | +10.2% |
| 1Y | +26.2% | -45.0% | +71.2% | +33.9% |
| 3Y | -26.0% | -11.0% | -15.0% | -27.8% |
| 5Y | -34.3% | -39.7% | +5.5% | -35.7% |
| All | +36.4% | -56.9% | +93.3% | +47.6% |
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 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