-58.0%
NCLH vs QSR
+135.2%
-193.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.1% |
| 7D | -4.8% | -4.0% | -0.8% | -0.9% |
| 30D | -21.7% | +2.8% | -24.4% | -23.9% |
| 3M | -22.2% | +5.1% | -27.3% | -26.6% |
| 6M | -27.5% | +8.8% | -36.3% | -34.7% |
| YTD | -33.6% | +14.8% | -48.4% | -43.8% |
| 1Y | -45.0% | +25.7% | -70.7% | -57.9% |
| 3Y | -11.0% | +27.5% | -38.6% | -36.8% |
| 5Y | -39.7% | +41.3% | -81.0% | -61.6% |
| All | -58.0% | +135.2% | -193.1% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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