+188.0%
USB vs NCLH
-29.2%
+217.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.0% |
| 7D | -1.5% | -2.5% | +1.1% | -0.9% |
| 30D | +4.3% | +14.5% | -10.2% | +0.7% |
| 3M | -6.1% | -12.5% | +6.4% | -3.6% |
| 6M | +9.4% | +4.8% | +4.6% | +6.7% |
| YTD | +15.2% | -20.4% | +35.6% | +18.1% |
| 1Y | +32.8% | -4.6% | +37.3% | +30.1% |
| 3Y | +91.3% | +28.6% | +62.7% | +66.9% |
| 5Y | +22.7% | -38.6% | +61.2% | +18.0% |
| 10Y | +97.0% | -52.0% | +149.0% | +64.7% |
| All | +188.0% | -29.2% | +217.2% | +137.0% |
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