-23.6%
NCLH vs Q
+68.3%
-91.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | +0.3% |
| 7D | +0.2% | +1.2% | -0.9% | -0.1% |
| 30D | +20.8% | -2.7% | +23.5% | +21.3% |
| 3M | -8.1% | -16.9% | +8.8% | -4.2% |
| 6M | +11.8% | -26.9% | +38.7% | +19.2% |
| YTD | -19.5% | +45.2% | -64.8% | -27.3% |
| 1Y | -3.2% | +38.1% | -41.4% | -15.5% |
| All | -23.6% | +68.3% | -91.9% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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