+213.1%
USO vs NCLH
-40.4%
+253.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.1% |
| 7D | +9.1% | -4.8% | +13.9% | +8.9% |
| 30D | +21.7% | -21.7% | +43.4% | +20.7% |
| 3M | +20.2% | -22.2% | +42.5% | +19.3% |
| 6M | +43.4% | -27.5% | +70.9% | +42.8% |
| YTD | +124.0% | -33.6% | +157.6% | +122.9% |
| 1Y | +112.2% | -45.0% | +157.2% | +112.8% |
| 3Y | +97.7% | -11.0% | +108.7% | +91.3% |
| All | +213.1% | -40.4% | +253.5% | +219.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling