-1.8%
NCLH vs OUST
+32.6%
-34.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | -0.8% |
| 7D | +2.0% | +17.0% | -15.0% | -0.2% |
| 30D | +19.1% | -16.5% | +35.6% | +20.9% |
| 3M | -7.5% | -23.7% | +16.2% | -5.5% |
| 6M | +1.0% | +18.4% | -17.4% | -5.7% |
| YTD | -19.7% | +60.8% | -80.5% | -29.8% |
| 1Y | -1.8% | +44.2% | -46.0% | -13.6% |
| All | -1.8% | +32.6% | -34.3% | -13.6% |
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