-12.5%
NCLH vs QS
-26.0%
+13.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -6.5% | -5.0% | -1.6% | -5.8% |
| 30D | -22.1% | -18.3% | -3.8% | -19.7% |
| 3M | -18.7% | -26.0% | +7.3% | -15.5% |
| 6M | -28.4% | -24.0% | -4.4% | -26.0% |
| YTD | -34.7% | -50.3% | +15.6% | -29.0% |
| 1Y | -42.7% | -38.0% | -4.7% | -41.1% |
| All | -12.5% | -26.0% | +13.5% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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