+25.1%
USB vs NCLH
-32.2%
+57.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +1.4% | +6.3% | -4.8% | +0.1% |
| 30D | +6.4% | +18.9% | -12.5% | +2.3% |
| 3M | -4.5% | -0.2% | -4.3% | -4.8% |
| 6M | +11.4% | +8.4% | +3.0% | +8.2% |
| YTD | +17.1% | -17.1% | +34.2% | +18.8% |
| 1Y | +32.6% | -2.8% | +35.4% | +29.7% |
| 3Y | +101.8% | +40.4% | +61.4% | +76.3% |
| 5Y | +25.1% | -30.8% | +55.9% | +19.2% |
| All | +25.1% | -32.2% | +57.3% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling