-58.0%
NCLH vs QID
-99.2%
+41.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +0.6% |
| 7D | -4.8% | +1.3% | -6.1% | -4.0% |
| 30D | -21.7% | +2.9% | -24.6% | -20.0% |
| 3M | -22.2% | -0.7% | -21.5% | -21.7% |
| 6M | -27.5% | -29.7% | +2.1% | -39.1% |
| YTD | -33.6% | -27.9% | -5.7% | -42.8% |
| 1Y | -45.0% | -34.6% | -10.4% | -54.8% |
| 3Y | -11.0% | -73.5% | +62.5% | -49.8% |
| 5Y | -39.7% | -81.0% | +41.3% | -63.1% |
| All | -58.0% | -99.2% | +41.2% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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