+105.5%
UPS vs NCLH
-38.7%
+144.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | -2.1% | -0.3% | -1.9% | -2.1% |
| 30D | -2.3% | -20.1% | +17.7% | +0.5% |
| 3M | -5.2% | -17.0% | +11.8% | -3.3% |
| 6M | +1.4% | -23.2% | +24.7% | +4.2% |
| YTD | +6.1% | -31.0% | +37.2% | +10.0% |
| 1Y | +27.0% | -37.3% | +64.3% | +32.6% |
| 3Y | -25.9% | -5.6% | -20.3% | -28.4% |
| 5Y | -34.6% | -37.0% | +2.4% | -36.3% |
| 10Y | +36.2% | -55.3% | +91.4% | +32.8% |
| All | +105.5% | -38.7% | +144.1% | +91.9% |
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