-29.8%
NCLH vs USAR
+58.5%
-88.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -1.7% |
| 7D | -6.5% | -9.3% | +2.8% | -6.3% |
| 30D | -22.1% | -15.2% | -6.9% | -21.8% |
| 3M | -18.7% | -21.1% | +2.4% | -18.3% |
| 6M | -28.4% | -21.6% | -6.8% | -28.3% |
| YTD | -34.7% | +34.8% | -69.5% | -35.1% |
| 1Y | -42.7% | +15.6% | -58.4% | -42.8% |
| 3Y | -10.6% | +57.7% | -68.3% | -8.3% |
| All | -29.8% | +58.5% | -88.3% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling