+101.8%
USB vs NCLH
+44.8%
+57.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +1.4% | +6.3% | -4.8% | 0.0% |
| 30D | +6.4% | +18.9% | -12.5% | +2.0% |
| 3M | -4.5% | -0.2% | -4.3% | -4.9% |
| 6M | +11.4% | +8.4% | +3.0% | +7.8% |
| YTD | +17.1% | -17.1% | +34.2% | +19.0% |
| 1Y | +32.6% | -2.8% | +35.4% | +28.9% |
| 3Y | +101.8% | +40.4% | +61.4% | +62.3% |
| All | +101.8% | +44.8% | +57.0% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling