-4.1%
NCLH vs OUST
-65.5%
+61.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.5% | +8.0% | +0.9% |
| 7D | +0.2% | -3.8% | +4.0% | +0.8% |
| 30D | +20.8% | +5.1% | +15.7% | +18.8% |
| 3M | -8.1% | -25.8% | +17.7% | -4.7% |
| 6M | +11.8% | -2.0% | +13.8% | +6.0% |
| YTD | -19.5% | +54.7% | -74.2% | -31.7% |
| 1Y | -3.2% | +48.8% | -52.0% | -17.7% |
| 3Y | +37.1% | +607.8% | -570.7% | -27.1% |
| 5Y | -29.9% | -52.7% | +22.8% | -46.3% |
| All | -4.1% | -65.5% | +61.4% | -21.0% |
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