+90.2%
JEPQ vs NCLH
-25.7%
+116.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.4% |
| 7D | +1.1% | -4.6% | +5.7% | +1.8% |
| 30D | +1.3% | -19.9% | +21.3% | +4.6% |
| 3M | +4.7% | -22.0% | +26.6% | +8.0% |
| 6M | +10.6% | -28.3% | +38.9% | +15.0% |
| YTD | +11.4% | -33.5% | +44.9% | +16.4% |
| 1Y | +19.4% | -41.5% | +60.9% | +26.7% |
| 3Y | +71.7% | -8.9% | +80.6% | +63.7% |
| All | +90.2% | -25.7% | +116.0% | +87.3% |
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