+82.0%
USO vs NCLH
-56.9%
+138.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | +9.1% | -4.8% | +13.9% | +9.4% |
| 30D | +21.7% | -21.7% | +43.4% | +23.4% |
| 3M | +20.2% | -22.2% | +42.5% | +21.6% |
| 6M | +43.4% | -27.5% | +70.9% | +44.6% |
| YTD | +124.0% | -33.6% | +157.6% | +126.2% |
| 1Y | +112.2% | -45.0% | +157.2% | +117.7% |
| 3Y | +97.7% | -11.0% | +108.7% | +87.5% |
| 5Y | +217.4% | -39.7% | +257.1% | +202.5% |
| All | +82.0% | -56.9% | +138.9% | +93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling