+41.2%
USB vs NCLH
-36.1%
+77.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | -6.5% | +7.9% | +2.9% |
| 30D | -1.3% | -23.3% | +22.0% | +4.3% |
| 3M | +15.2% | -18.6% | +33.8% | +19.6% |
| 6M | +18.8% | -26.2% | +45.1% | +25.1% |
| YTD | +21.0% | -30.2% | +51.3% | +27.9% |
| 1Y | +34.0% | -39.2% | +73.2% | +45.1% |
| 3Y | +95.3% | -5.1% | +100.4% | +84.7% |
| All | +41.2% | -36.1% | +77.3% | +36.3% |
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 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