+91.7%
USB vs NCLH
-52.5%
+144.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | 0.0% | +2.0% | -2.0% | -0.5% |
| 30D | +5.8% | +19.1% | -13.2% | +1.2% |
| 3M | -6.0% | -7.5% | +1.5% | -4.7% |
| 6M | +7.8% | +1.0% | +6.8% | +6.1% |
| YTD | +14.6% | -19.7% | +34.3% | +17.3% |
| 1Y | +31.8% | -1.8% | +33.5% | +28.1% |
| 3Y | +91.5% | +36.7% | +54.8% | +64.0% |
| 5Y | +22.0% | -38.0% | +60.1% | +17.1% |
| All | +91.7% | -52.5% | +144.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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