+102.1%
USO vs NCLH
-12.2%
+114.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.9% | +7.5% | +5.4% |
| 7D | +11.5% | -6.5% | +18.0% | +10.5% |
| 30D | +24.1% | -22.1% | +46.2% | +20.4% |
| 3M | +17.9% | -18.7% | +36.6% | +15.5% |
| 6M | +49.6% | -28.4% | +78.0% | +46.8% |
| YTD | +129.0% | -34.7% | +163.7% | +124.2% |
| 1Y | +112.0% | -42.7% | +154.7% | +108.2% |
| All | +102.1% | -12.2% | +114.3% | +100.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling