-3.2%
NCLH vs USAR
-51.4%
+48.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | +20.8% | -20.9% | +41.7% | +22.4% |
| 3M | -8.1% | -56.2% | +48.0% | -3.8% |
| 6M | +11.8% | -67.9% | +79.7% | +18.5% |
| YTD | -19.5% | -31.4% | +11.9% | -18.5% |
| 1Y | -3.2% | -45.1% | +41.8% | -1.9% |
| All | -3.2% | -51.4% | +48.2% | -1.9% |
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