+0.5%
NCLH vs OUST
-60.6%
+61.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.2% | +14.0% | -12.8% | -1.3% |
| 30D | +22.6% | +2.5% | +20.1% | +21.1% |
| 3M | +0.6% | -15.3% | +16.0% | +2.1% |
| 6M | +13.5% | +42.6% | -29.1% | +0.1% |
| YTD | -15.7% | +76.6% | -92.3% | -30.0% |
| 1Y | 0.0% | +54.1% | -54.1% | -15.4% |
| 3Y | +42.8% | +675.3% | -632.5% | -25.1% |
| 5Y | -28.4% | -45.1% | +16.6% | -46.5% |
| All | +0.5% | -60.6% | +61.1% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling