-1.0%
NCLH vs OUST
+11.1%
-12.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +15.7% | -9.0% | +4.8% |
| 7D | +15.8% | -0.2% | +16.0% | +15.6% |
| 30D | +25.1% | -24.0% | +49.1% | +28.7% |
| 3M | -7.3% | -29.9% | +22.6% | -4.3% |
| 6M | +8.1% | +19.1% | -11.0% | +0.8% |
| YTD | -16.7% | +55.0% | -71.7% | -27.0% |
| 1Y | -1.0% | +21.2% | -22.2% | -9.6% |
| All | -1.0% | +11.1% | -12.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling