-39.2%
NCLH vs USAR
+27.9%
-67.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | -6.5% | -2.1% | -4.4% | -6.4% |
| 30D | -23.3% | +2.6% | -25.9% | -23.5% |
| 3M | -18.6% | -35.0% | +16.4% | -16.6% |
| 6M | -26.2% | -6.9% | -19.4% | -26.5% |
| YTD | -30.2% | +48.0% | -78.2% | -33.5% |
| 1Y | -39.2% | +24.8% | -64.0% | -43.9% |
| All | -39.2% | +27.9% | -67.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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