-29.5%
NCLH vs OUST
-48.5%
+18.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -3.3% |
| 7D | +1.7% | +19.9% | -18.2% | -1.8% |
| 30D | +17.9% | +3.6% | +14.3% | +16.2% |
| 3M | -4.5% | -20.6% | +16.1% | -1.9% |
| 6M | +12.9% | +35.1% | -22.2% | -0.3% |
| YTD | -19.1% | +69.1% | -88.2% | -33.2% |
| 1Y | -4.6% | +49.9% | -54.6% | -19.9% |
| 3Y | +37.0% | +642.4% | -605.4% | -32.4% |
| 5Y | -29.5% | -48.3% | +18.8% | -47.5% |
| All | -29.5% | -48.5% | +18.9% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling