-45.0%
NCLH vs QSR
+28.6%
-73.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -4.8% | -4.0% | -0.8% | -3.4% |
| 30D | -21.7% | +2.8% | -24.4% | -22.4% |
| 3M | -22.2% | +5.1% | -27.3% | -23.5% |
| 6M | -27.5% | +8.8% | -36.3% | -30.6% |
| YTD | -33.6% | +14.8% | -48.4% | -38.6% |
| 1Y | -45.0% | +25.7% | -70.7% | -49.2% |
| All | -45.0% | +28.6% | -73.6% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling