-3.2%
NCLH vs OUST
+42.6%
-45.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.8% | -8.0% | +1.5% |
| 7D | +2.7% | +36.7% | -33.9% | -1.3% |
| 30D | +18.4% | -3.3% | +21.7% | +18.0% |
| 3M | -4.3% | -11.1% | +6.9% | -4.0% |
| 6M | +7.9% | +53.1% | -45.2% | -2.5% |
| YTD | -17.4% | +78.2% | -95.7% | -28.3% |
| All | -3.2% | +42.6% | -45.8% | -14.8% |
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