+202.6%
USB vs NCLH
-38.0%
+240.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | -6.5% | +7.9% | +3.0% |
| 30D | -1.3% | -23.3% | +22.0% | +4.9% |
| 3M | +15.2% | -18.6% | +33.8% | +20.1% |
| 6M | +18.8% | -26.2% | +45.1% | +25.7% |
| YTD | +21.0% | -30.2% | +51.3% | +28.5% |
| 1Y | +34.0% | -39.2% | +73.2% | +46.1% |
| 3Y | +95.3% | -5.1% | +100.4% | +83.2% |
| 5Y | +40.4% | -36.8% | +77.1% | +34.0% |
| 10Y | +107.3% | -56.3% | +163.6% | +78.0% |
| All | +202.6% | -38.0% | +240.6% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling