+65.5%
QBTS vs NCLH
-46.2%
+111.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | +1.3% | -4.8% | +6.1% | +2.4% |
| 30D | -19.0% | -21.7% | +2.7% | -14.7% |
| 3M | -29.5% | -22.2% | -7.2% | -25.8% |
| 6M | -11.2% | -27.5% | +16.4% | -5.4% |
| YTD | -35.8% | -33.6% | -2.2% | -31.1% |
| 1Y | +1.7% | -45.0% | +46.7% | +12.6% |
| 3Y | +1,470.1% | -11.0% | +1,481.1% | +1,488.1% |
| 5Y | +72.3% | -39.7% | +112.0% | +75.4% |
| All | +65.5% | -46.2% | +111.7% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling