-2.8%
NCLH vs OUST
+41.3%
-44.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +6.3% | +31.9% | -25.6% | +2.6% |
| 30D | +18.9% | -4.2% | +23.1% | +18.7% |
| 3M | -0.2% | -9.3% | +9.1% | -0.2% |
| 6M | +8.4% | +51.7% | -43.3% | -1.9% |
| YTD | -17.1% | +76.6% | -93.7% | -27.9% |
| 1Y | -2.8% | +48.9% | -51.7% | -14.4% |
| All | -2.8% | +41.3% | -44.1% | -14.4% |
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