-28.5%
NCLH vs USAR
+68.6%
-97.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -3.4% |
| 7D | -4.6% | -4.4% | -0.2% | -4.5% |
| 30D | -19.9% | -10.4% | -9.5% | -19.8% |
| 3M | -22.0% | -18.4% | -3.6% | -21.7% |
| 6M | -28.3% | -8.8% | -19.5% | -28.2% |
| YTD | -33.5% | +43.4% | -76.8% | -33.9% |
| 1Y | -41.5% | +21.0% | -62.5% | -41.6% |
| 3Y | -8.9% | +67.7% | -76.6% | -6.7% |
| All | -28.5% | +68.6% | -97.0% | -27.6% |
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