-65.1%
QBTS vs NCLH
-8.8%
-56.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | -2.8% |
| 7D | -11.8% | +15.8% | -27.6% | -17.9% |
| 30D | -33.6% | +25.1% | -58.7% | -40.3% |
| 3M | -52.5% | -7.3% | -45.1% | -51.0% |
| 6M | -50.4% | +8.1% | -58.5% | -53.3% |
| YTD | -60.3% | -16.7% | -43.6% | -60.1% |
| 1Y | -65.1% | -1.0% | -64.1% | -66.3% |
| All | -65.1% | -8.8% | -56.3% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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