-34.5%
UPS vs NCLH
-42.0%
+7.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.1% |
| 7D | -3.4% | -6.5% | +3.1% | -2.3% |
| 30D | -2.7% | -22.1% | +19.3% | +1.3% |
| 3M | -1.6% | -18.7% | +17.1% | +1.3% |
| 6M | +2.3% | -28.4% | +30.7% | +7.2% |
| YTD | +5.6% | -34.7% | +40.3% | +11.5% |
| 1Y | +27.1% | -42.7% | +69.8% | +36.4% |
| 3Y | -26.3% | -10.6% | -15.7% | -29.6% |
| 5Y | -34.5% | -40.7% | +6.3% | -37.8% |
| All | -34.5% | -42.0% | +7.5% | -37.8% |
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