+25.7%
USB vs NCLH
-30.1%
+55.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | +8.4% | +20.8% | -12.4% | +3.9% |
| 3M | -5.5% | -8.1% | +2.6% | -4.2% |
| 6M | +17.7% | +11.8% | +5.9% | +13.5% |
| YTD | +17.6% | -19.5% | +37.1% | +20.1% |
| 1Y | +33.9% | -3.2% | +37.1% | +31.0% |
| 3Y | +103.8% | +37.1% | +66.7% | +78.9% |
| All | +25.7% | -30.1% | +55.7% | +19.5% |
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