+22.0%
USB vs NCLH
-38.6%
+60.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | 0.0% | +2.0% | -2.0% | -0.5% |
| 30D | +5.8% | +19.1% | -13.2% | +1.7% |
| 3M | -6.0% | -7.5% | +1.5% | -4.8% |
| 6M | +7.8% | +1.0% | +6.8% | +6.3% |
| YTD | +14.6% | -19.7% | +34.3% | +17.1% |
| 1Y | +31.8% | -1.8% | +33.5% | +28.5% |
| 3Y | +91.5% | +36.7% | +54.8% | +68.3% |
| All | +22.0% | -38.6% | +60.6% | +20.3% |
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