+102.2%
USO vs NCLH
-8.8%
+111.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.8% | -14.8% | -4.9% |
| 7D | -12.7% | +15.8% | -28.5% | -6.0% |
| 30D | +1.0% | +25.1% | -24.1% | +13.2% |
| 3M | +25.6% | -7.3% | +32.9% | +23.1% |
| 6M | -1.5% | +8.1% | -9.6% | +7.6% |
| YTD | +110.3% | -16.7% | +126.9% | +115.8% |
| 1Y | +102.2% | -1.0% | +103.2% | +111.6% |
| All | +102.2% | -8.8% | +111.0% | +111.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling