-13.0%
NCLH vs USAR
-20.3%
+7.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.7% | -4.0% |
| 7D | +1.7% | +8.8% | -7.1% | +1.4% |
| 30D | +17.9% | -28.5% | +46.3% | +18.8% |
| 3M | -4.5% | -56.2% | +51.6% | -2.8% |
| 6M | +12.9% | -68.4% | +81.3% | +15.5% |
| YTD | -19.1% | -32.2% | +13.1% | -18.3% |
| 1Y | -4.6% | -52.3% | +47.7% | -3.5% |
| 3Y | +37.0% | -21.2% | +58.2% | +46.0% |
| All | -13.0% | -20.3% | +7.3% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling