-1.0%
NCLH vs USAR
-49.3%
+48.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -5.9% | +12.6% | +7.2% |
| 7D | +15.8% | -21.8% | +37.6% | +17.8% |
| 30D | +25.1% | -39.9% | +65.0% | +29.2% |
| 3M | -7.3% | -52.5% | +45.2% | -3.0% |
| 6M | +8.1% | -67.9% | +76.1% | +15.4% |
| YTD | -16.7% | -31.1% | +14.4% | -16.6% |
| 1Y | -1.0% | -49.8% | +48.8% | +0.8% |
| All | -1.0% | -49.3% | +48.3% | +0.8% |
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