+72.0%
QBTS vs NCLH
-40.4%
+112.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.4% |
| 7D | +1.3% | -4.8% | +6.1% | +2.5% |
| 30D | -19.0% | -21.7% | +2.7% | -14.2% |
| 3M | -29.5% | -22.2% | -7.2% | -25.4% |
| 6M | -11.2% | -27.5% | +16.4% | -4.7% |
| YTD | -35.8% | -33.6% | -2.2% | -30.5% |
| 1Y | +1.7% | -45.0% | +46.7% | +14.1% |
| 3Y | +1,470.1% | -11.0% | +1,481.1% | +1,483.8% |
| All | +72.0% | -40.4% | +112.4% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling