-17.8%
NCLH vs OUST
-61.4%
+43.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.7% |
| 7D | -0.3% | +12.7% | -13.0% | -2.3% |
| 30D | -20.1% | -13.6% | -6.4% | -18.3% |
| 3M | -17.0% | -8.3% | -8.7% | -18.8% |
| 6M | -23.2% | +85.0% | -108.2% | -35.4% |
| YTD | -31.0% | +73.2% | -104.3% | -42.0% |
| 1Y | -37.3% | +32.5% | -69.7% | -45.5% |
| 3Y | -5.6% | +643.8% | -649.4% | -49.9% |
| 5Y | -37.0% | -52.1% | +15.1% | -51.8% |
| All | -17.8% | -61.4% | +43.5% | -32.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling