+79.8%
USB vs NCLH
-53.1%
+132.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | +0.6% |
| 7D | +1.2% | +1.7% | -0.5% | +0.8% |
| 30D | +6.3% | +17.9% | -11.6% | +1.8% |
| 3M | -6.1% | -4.5% | -1.6% | -5.6% |
| 6M | +13.0% | +12.9% | +0.1% | +8.2% |
| YTD | +16.6% | -19.1% | +35.6% | +19.1% |
| 1Y | +31.1% | -4.6% | +35.8% | +28.4% |
| 3Y | +100.9% | +37.0% | +63.9% | +71.8% |
| 5Y | +24.5% | -29.5% | +54.1% | +15.6% |
| All | +79.8% | -53.1% | +132.9% | +59.1% |
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