-11.0%
NCLH vs QXO
-47.1%
+36.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -4.8% | -7.8% | +3.0% | -4.5% |
| 30D | -21.7% | -18.1% | -3.6% | -21.0% |
| 3M | -22.2% | -25.8% | +3.5% | -21.3% |
| 6M | -27.5% | -41.7% | +14.2% | -26.0% |
| YTD | -33.6% | -36.2% | +2.6% | -32.5% |
| 1Y | -45.0% | -42.1% | -2.9% | -43.9% |
| 3Y | -11.0% | -46.2% | +35.1% | -18.1% |
| All | -11.0% | -47.1% | +36.0% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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