-66.7%
NCLH vs QSR
+203.9%
-270.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.3% |
| 7D | -6.5% | -4.7% | -1.8% | -2.5% |
| 30D | -22.1% | +4.3% | -26.4% | -25.1% |
| 3M | -18.7% | +5.4% | -24.1% | -22.9% |
| 6M | -28.4% | +8.2% | -36.6% | -34.3% |
| YTD | -34.7% | +14.1% | -48.9% | -43.3% |
| 1Y | -42.7% | +28.1% | -70.8% | -55.5% |
| 3Y | -10.6% | +25.3% | -35.9% | -32.1% |
| 5Y | -40.7% | +40.4% | -81.1% | -59.2% |
| 10Y | -57.8% | +132.4% | -190.2% | -79.2% |
| All | -66.7% | +203.9% | -270.6% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling